-100.0%
SQQQ vs CAPR
-78.4%
-21.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.5% |
| 7D | +1.8% | -11.0% | +12.8% | +1.3% |
| 30D | +4.2% | +99.8% | -95.6% | +8.0% |
| 3M | -3.3% | -66.6% | +63.3% | -5.1% |
| 6M | -43.6% | -75.1% | +31.4% | -45.2% |
| YTD | -41.9% | -71.0% | +29.1% | -43.0% |
| 1Y | -50.6% | +30.0% | -80.6% | -43.5% |
| 3Y | -89.3% | +29.0% | -118.3% | -86.5% |
| 5Y | -94.8% | +70.8% | -165.6% | -92.9% |
| All | -100.0% | -78.4% | -21.5% | -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