-100.0%
SQQQ vs CBOE
+368.5%
-468.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.3% | -3.8% |
| 7D | +1.8% | -5.8% | +7.6% | -1.3% |
| 30D | +4.2% | -3.1% | +7.3% | +2.5% |
| 3M | -3.3% | -4.8% | +1.5% | -6.4% |
| 6M | -43.6% | -0.6% | -43.1% | -43.7% |
| YTD | -41.9% | +12.8% | -54.7% | -37.0% |
| 1Y | -50.6% | +19.8% | -70.4% | -44.4% |
| 3Y | -89.3% | +86.9% | -176.2% | -83.3% |
| 5Y | -94.8% | +136.5% | -231.3% | -88.4% |
| All | -100.0% | +368.5% | -468.5% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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