-94.7%
SQQQ vs COMP
-32.0%
-62.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.7% | -0.9% |
| 7D | -4.2% | +4.1% | -8.2% | -2.6% |
| 30D | +2.4% | -14.5% | +17.0% | -3.0% |
| 3M | -5.7% | +41.8% | -47.5% | +10.3% |
| 6M | -46.6% | +23.6% | -70.1% | -38.0% |
| YTD | -42.7% | +1.7% | -44.4% | -37.1% |
| 1Y | -52.6% | +12.6% | -65.2% | -45.2% |
| 3Y | -89.8% | +221.9% | -311.7% | -78.2% |
| 5Y | -94.7% | -28.1% | -66.6% | -90.2% |
| All | -94.7% | -32.0% | -62.6% | -90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling