-100.0%
SQQQ vs CAPR
-98.5%
-1.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +4.0% | +0.2% |
| 7D | -4.2% | -9.5% | +5.3% | -4.5% |
| 30D | +2.4% | +121.5% | -119.1% | +6.1% |
| 3M | -5.7% | -65.4% | +59.7% | -7.0% |
| 6M | -46.6% | -67.5% | +20.9% | -47.3% |
| YTD | -42.7% | -68.6% | +25.9% | -43.5% |
| 1Y | -52.6% | +42.7% | -95.3% | -46.7% |
| 3Y | -89.8% | +43.4% | -133.2% | -87.7% |
| 5Y | -94.7% | +86.0% | -180.7% | -93.3% |
| 10Y | -100.0% | -77.4% | -22.6% | -99.9% |
| All | -100.0% | -98.5% | -1.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling