-94.7%
SQQQ vs CME
+76.3%
-170.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.2% |
| 7D | +4.1% | -2.4% | +6.4% | +3.2% |
| 30D | +4.6% | +6.2% | -1.6% | +6.9% |
| 3M | -10.4% | +4.4% | -14.8% | -10.1% |
| 6M | -42.1% | -9.6% | -32.5% | -46.4% |
| YTD | -40.3% | +3.8% | -44.1% | -39.9% |
| 1Y | -50.2% | +9.5% | -59.7% | -48.0% |
| 3Y | -89.4% | +51.9% | -141.3% | -84.8% |
| 5Y | -94.7% | +78.7% | -173.4% | -87.9% |
| All | -94.7% | +76.3% | -170.9% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling