-100.0%
SQQQ vs DLTR
+45.3%
-145.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.8% |
| 7D | +1.8% | -10.1% | +11.9% | -3.5% |
| 30D | +4.2% | -8.1% | +12.3% | -0.3% |
| 3M | -3.3% | +2.9% | -6.1% | -1.6% |
| 6M | -43.6% | +4.3% | -48.0% | -41.3% |
| YTD | -41.9% | -3.9% | -37.9% | -41.9% |
| 1Y | -50.6% | +18.9% | -69.5% | -43.7% |
| 3Y | -89.3% | +1.9% | -91.2% | -88.0% |
| 5Y | -94.8% | +31.0% | -125.8% | -92.0% |
| All | -100.0% | +45.3% | -145.2% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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