-89.9%
SQQQ vs BURL
+66.7%
-156.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | +1.0% |
| 7D | -0.9% | -2.8% | +1.9% | -2.4% |
| 30D | -0.3% | -28.2% | +27.9% | -16.6% |
| 3M | +2.7% | -17.6% | +20.3% | -6.7% |
| 6M | -43.8% | -11.8% | -32.1% | -45.9% |
| YTD | -42.9% | -8.1% | -34.8% | -43.5% |
| 1Y | -53.5% | -12.0% | -41.6% | -54.7% |
| All | -89.9% | +66.7% | -156.6% | -85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling