-53.5%
SQQQ vs DGX
+33.7%
-87.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | -0.9% | -2.3% | +1.4% | +0.1% |
| 30D | -0.3% | +0.6% | -0.8% | -0.7% |
| 3M | +2.7% | +21.4% | -18.7% | -5.9% |
| 6M | -43.8% | +14.7% | -58.6% | -47.7% |
| YTD | -42.9% | +38.4% | -81.4% | -49.6% |
| 1Y | -53.5% | +34.0% | -87.5% | -59.0% |
| All | -53.5% | +33.7% | -87.2% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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