-100.0%
SQQQ vs CHD
+654.4%
-754.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.4% |
| 7D | +1.8% | -4.5% | +6.3% | -2.1% |
| 30D | +4.2% | -6.7% | +10.9% | -2.0% |
| 3M | -3.3% | -2.7% | -0.6% | -6.4% |
| 6M | -43.6% | -4.9% | -38.7% | -46.8% |
| YTD | -41.9% | +13.3% | -55.2% | -35.4% |
| 1Y | -50.6% | +1.0% | -51.6% | -51.4% |
| 3Y | -89.3% | +1.3% | -90.6% | -89.5% |
| 5Y | -94.8% | +20.8% | -115.6% | -93.1% |
| 10Y | -100.0% | +126.1% | -226.1% | -99.9% |
| All | -100.0% | +654.4% | -754.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling