-31.3%
SQQQ vs COMP
+16.2%
-47.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.4% | +9.2% | -0.9% |
| 7D | +1.9% | +7.2% | -5.3% | +5.6% |
| 30D | +32.2% | +6.4% | +25.8% | +37.1% |
| 3M | +17.1% | -19.4% | +36.5% | +11.3% |
| 6M | +5.4% | +14.6% | -9.1% | +15.9% |
| YTD | -33.9% | -5.5% | -28.5% | -25.8% |
| 1Y | -31.3% | +13.7% | -45.0% | -16.4% |
| All | -31.3% | +16.2% | -47.5% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling