-100.0%
SQQQ vs CME
+282.4%
-382.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.2% |
| 7D | +1.8% | -1.6% | +3.4% | +0.6% |
| 30D | +4.2% | +5.6% | -1.4% | +8.8% |
| 3M | -3.3% | +5.6% | -8.9% | -0.3% |
| 6M | -43.6% | -8.3% | -35.4% | -49.3% |
| YTD | -41.9% | +4.3% | -46.2% | -41.3% |
| 1Y | -50.6% | +9.1% | -59.7% | -48.2% |
| 3Y | -89.3% | +52.1% | -141.4% | -84.5% |
| 5Y | -94.8% | +79.7% | -174.5% | -89.6% |
| All | -100.0% | +282.4% | -382.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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