-100.0%
SQQQ vs DGX
+255.3%
-355.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -1.1% |
| 7D | +1.8% | -0.9% | +2.7% | +1.1% |
| 30D | +4.2% | -1.2% | +5.3% | +3.2% |
| 3M | -3.3% | +15.8% | -19.0% | +9.0% |
| 6M | -43.6% | +18.2% | -61.8% | -35.6% |
| YTD | -41.9% | +37.2% | -79.1% | -23.7% |
| 1Y | -50.6% | +30.4% | -81.0% | -38.5% |
| 3Y | -89.3% | +96.7% | -186.0% | -78.8% |
| 5Y | -94.8% | +67.2% | -162.0% | -90.1% |
| All | -100.0% | +255.3% | -355.3% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling