-100.0%
SQQQ vs CASY
+453.5%
-553.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.6% | -4.0% |
| 7D | +1.8% | -18.6% | +20.4% | -12.5% |
| 30D | +4.2% | -26.6% | +30.8% | -17.4% |
| 3M | -3.3% | -32.8% | +29.5% | -29.0% |
| 6M | -43.6% | -10.0% | -33.6% | -46.7% |
| YTD | -41.9% | +11.6% | -53.5% | -33.6% |
| 1Y | -50.6% | +11.5% | -62.1% | -43.7% |
| 3Y | -89.3% | +160.7% | -250.0% | -69.9% |
| 5Y | -94.8% | +232.4% | -327.2% | -78.4% |
| All | -100.0% | +453.5% | -553.4% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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