-96.9%
SQQQ vs COMP
-47.7%
-49.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.2% |
| 7D | -0.9% | +1.4% | -2.3% | -0.3% |
| 30D | -0.3% | -13.3% | +13.0% | -4.9% |
| 3M | +2.7% | +41.1% | -38.4% | +19.6% |
| 6M | -43.8% | +17.2% | -61.0% | -36.1% |
| YTD | -42.9% | +5.2% | -48.1% | -36.6% |
| 1Y | -53.5% | +18.9% | -72.5% | -45.3% |
| 3Y | -89.4% | +215.9% | -305.3% | -77.9% |
| 5Y | -94.7% | -31.2% | -63.5% | -89.1% |
| All | -96.9% | -47.7% | -49.2% | -93.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling