-93.1%
SQQQ vs BURL
-10.8%
-82.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.6% | +7.3% | +1.4% |
| 7D | -11.0% | -1.6% | -9.4% | -11.5% |
| 30D | +17.9% | -7.7% | +25.7% | +12.9% |
| 3M | +19.5% | -31.7% | +51.1% | -5.3% |
| 6M | +4.2% | -15.2% | +19.4% | -3.2% |
| YTD | -35.6% | -15.9% | -19.7% | -39.3% |
| 1Y | -37.7% | -14.2% | -23.5% | -40.3% |
| 3Y | -88.0% | +93.5% | -181.6% | -75.7% |
| All | -93.1% | -10.8% | -82.4% | -89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling