-36.6%
SQQQ vs COMP
+16.3%
-52.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.7% | -9.6% | -5.9% |
| 7D | -2.4% | +2.2% | -4.6% | -0.3% |
| 30D | +20.6% | +16.3% | +4.3% | +29.1% |
| 3M | +7.8% | -19.1% | +27.0% | +2.6% |
| 6M | -1.0% | +17.1% | -18.2% | +10.0% |
| YTD | -38.5% | -2.9% | -35.6% | -29.8% |
| 1Y | -36.6% | +8.8% | -45.4% | -23.0% |
| All | -36.6% | +16.3% | -52.9% | -23.0% |
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