-100.0%
SQQQ vs C
+302.1%
-402.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.3% |
| 7D | +1.8% | +0.8% | +1.0% | +2.7% |
| 30D | +4.2% | +0.9% | +3.3% | +5.4% |
| 3M | -3.3% | +1.1% | -4.3% | -0.2% |
| 6M | -43.6% | +28.4% | -72.0% | -22.1% |
| YTD | -41.9% | +20.8% | -62.6% | -23.5% |
| 1Y | -50.6% | +43.4% | -94.1% | -20.2% |
| 3Y | -89.3% | +274.9% | -364.2% | -38.5% |
| 5Y | -94.8% | +136.7% | -231.5% | -75.8% |
| All | -100.0% | +302.1% | -402.1% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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