-50.6%
SQQQ vs CHD
+2.3%
-53.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | +1.8% | -4.5% | +6.3% | +4.3% |
| 30D | +4.2% | -6.7% | +10.9% | +7.9% |
| 3M | -3.3% | -2.7% | -0.6% | -2.2% |
| 6M | -43.6% | -4.9% | -38.7% | -42.4% |
| YTD | -41.9% | +13.3% | -55.2% | -45.4% |
| 1Y | -50.6% | +1.0% | -51.6% | -50.5% |
| All | -50.6% | +2.3% | -53.0% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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