-87.4%
SQQQ vs BURL
+86.7%
-174.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.1% | -4.6% |
| 7D | +14.0% | +4.1% | +10.0% | +16.8% |
| 30D | +48.7% | -9.5% | +58.2% | +41.6% |
| 3M | +25.0% | -33.5% | +58.5% | +1.3% |
| 6M | +7.8% | -22.1% | +29.9% | -3.4% |
| YTD | -27.7% | -14.6% | -13.1% | -30.3% |
| 1Y | -29.0% | -8.4% | -20.7% | -28.3% |
| 3Y | -87.4% | +86.6% | -174.0% | -84.2% |
| All | -87.4% | +86.7% | -174.2% | -84.2% |
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