-100.0%
SQQQ vs C
+490.6%
-590.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.7% |
| 7D | -0.9% | +3.6% | -4.6% | +2.9% |
| 30D | -0.3% | +0.1% | -0.3% | +0.1% |
| 3M | +2.7% | +2.4% | +0.3% | +8.2% |
| 6M | -43.8% | +24.9% | -68.8% | -25.3% |
| YTD | -42.9% | +19.8% | -62.7% | -26.1% |
| 1Y | -53.5% | +44.9% | -98.4% | -25.2% |
| 3Y | -89.4% | +263.0% | -352.4% | -44.5% |
| 5Y | -94.7% | +129.5% | -224.2% | -77.3% |
| 10Y | -100.0% | +291.6% | -391.6% | -99.5% |
| All | -100.0% | +490.6% | -590.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling