-96.6%
SQQQ vs COMP
-52.8%
-43.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.1% | +0.1% |
| 7D | -17.4% | +8.9% | -26.3% | -14.1% |
| 30D | +20.4% | +14.0% | +6.5% | +28.6% |
| 3M | +11.2% | -21.1% | +32.4% | +4.7% |
| 6M | -2.6% | +20.1% | -22.7% | +9.8% |
| YTD | -37.9% | -5.0% | -32.9% | -32.2% |
| 1Y | -36.2% | +5.7% | -41.9% | -27.0% |
| 3Y | -88.4% | +412.2% | -500.6% | -70.1% |
| 5Y | -93.4% | -12.1% | -81.3% | -85.9% |
| All | -96.6% | -52.8% | -43.9% | -93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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