-100.0%
SQQQ vs CAPR
-65.7%
-34.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.9% | +10.7% | +3.4% |
| 7D | -11.0% | +5.9% | -16.9% | -10.5% |
| 30D | +17.9% | +44.6% | -26.7% | +20.4% |
| 3M | +19.5% | +126.4% | -106.9% | +25.5% |
| 6M | +4.2% | -68.6% | +72.8% | +2.7% |
| YTD | -35.6% | -67.0% | +31.4% | -36.0% |
| 1Y | -37.7% | +65.2% | -102.8% | -27.6% |
| 3Y | -88.0% | +235.6% | -323.6% | -83.9% |
| 5Y | -93.1% | +175.4% | -268.6% | -90.3% |
| All | -100.0% | -65.7% | -34.2% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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