-96.4%
SQQQ vs COMP
-53.0%
-43.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.4% | +9.2% | -0.9% |
| 7D | +1.9% | +7.2% | -5.3% | +6.0% |
| 30D | +32.2% | +6.4% | +25.8% | +37.7% |
| 3M | +17.1% | -19.4% | +36.5% | +11.0% |
| 6M | +5.4% | +14.6% | -9.1% | +16.8% |
| YTD | -33.9% | -5.5% | -28.5% | -28.0% |
| 1Y | -31.3% | +13.7% | -45.0% | -19.3% |
| 3Y | -87.6% | +409.7% | -497.3% | -68.3% |
| 5Y | -93.3% | -17.0% | -76.2% | -85.8% |
| All | -96.4% | -53.0% | -43.4% | -92.8% |
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