-100.0%
SQQQ vs COST
+2,063.7%
-2,163.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | -0.5% |
| 7D | -2.7% | -2.8% | +0.1% | -7.1% |
| 30D | +2.4% | -5.3% | +7.7% | -6.5% |
| 3M | -8.0% | -6.7% | -1.3% | -20.4% |
| 6M | -43.9% | -9.9% | -34.0% | -55.0% |
| YTD | -42.2% | +5.1% | -47.4% | -39.8% |
| 1Y | -51.8% | -7.3% | -44.5% | -59.9% |
| 3Y | -89.7% | +70.4% | -160.1% | -69.8% |
| 5Y | -94.7% | +104.4% | -199.1% | -68.6% |
| 10Y | -100.0% | +609.0% | -709.0% | -97.5% |
| All | -100.0% | +2,063.7% | -2,163.7% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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