-100.0%
SQQQ vs BURL
+970.5%
-1,070.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.1% | -4.7% |
| 7D | +14.0% | +4.1% | +10.0% | +17.4% |
| 30D | +48.7% | -9.5% | +58.2% | +40.4% |
| 3M | +25.0% | -33.5% | +58.5% | -1.9% |
| 6M | +7.8% | -22.1% | +29.9% | -5.4% |
| YTD | -27.7% | -14.6% | -13.1% | -31.3% |
| 1Y | -29.0% | -8.4% | -20.7% | -29.3% |
| 3Y | -87.4% | +86.6% | -174.0% | -76.5% |
| 5Y | -92.1% | -17.2% | -74.9% | -88.0% |
| 10Y | -100.0% | +256.4% | -356.3% | -99.8% |
| All | -100.0% | +970.5% | -1,070.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling