-37.7%
SQQQ vs CAPR
+63.5%
-101.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.9% | +10.7% | +3.7% |
| 7D | -11.0% | +5.9% | -16.9% | -10.9% |
| 30D | +17.9% | +44.6% | -26.7% | +18.1% |
| 3M | +19.5% | +126.4% | -106.9% | +19.8% |
| 6M | +4.2% | -68.6% | +72.8% | +4.0% |
| YTD | -35.6% | -67.0% | +31.4% | -35.7% |
| 1Y | -37.7% | +65.2% | -102.8% | -37.5% |
| All | -37.7% | +63.5% | -101.1% | -37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling