-100.0%
SQQQ vs CBOE
+1,003.5%
-1,103.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.5% | +4.8% | +2.3% |
| 7D | +4.1% | -3.7% | +7.8% | +1.7% |
| 30D | +4.6% | +2.0% | +2.6% | +6.1% |
| 3M | -10.4% | -4.2% | -6.2% | -13.7% |
| 6M | -42.1% | +1.2% | -43.3% | -41.8% |
| YTD | -40.3% | +15.4% | -55.7% | -34.1% |
| 1Y | -50.2% | +23.5% | -73.7% | -42.3% |
| 3Y | -89.4% | +93.2% | -182.6% | -82.9% |
| 5Y | -94.7% | +142.0% | -236.6% | -88.0% |
| 10Y | -100.0% | +379.2% | -479.2% | -99.8% |
| All | -100.0% | +1,003.5% | -1,103.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling