-100.0%
SQQQ vs BURL
+254.9%
-354.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.9% | -7.8% | -6.3% |
| 7D | -2.4% | -0.8% | -1.6% | -2.3% |
| 30D | +20.6% | -4.4% | +25.0% | +18.0% |
| 3M | +7.8% | -28.6% | +36.4% | -12.2% |
| 6M | -1.0% | -12.3% | +11.3% | -6.4% |
| YTD | -38.5% | -11.3% | -27.2% | -40.2% |
| 1Y | -36.6% | -10.4% | -26.2% | -37.7% |
| 3Y | -88.5% | +96.1% | -184.6% | -76.9% |
| 5Y | -93.7% | -5.0% | -88.6% | -89.4% |
| 10Y | -100.0% | +251.8% | -351.8% | -99.9% |
| All | -100.0% | +254.9% | -354.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling