-100.0%
SQQQ vs EAT
+1,584.5%
-1,684.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | -0.8% |
| 7D | -2.7% | -6.8% | +4.1% | -6.1% |
| 30D | +2.4% | -5.4% | +7.8% | -0.2% |
| 3M | -8.0% | +42.8% | -50.7% | +11.7% |
| 6M | -43.9% | +56.5% | -100.5% | -27.0% |
| YTD | -42.2% | +50.0% | -92.2% | -25.7% |
| 1Y | -51.8% | +38.3% | -90.1% | -40.1% |
| 3Y | -89.7% | +591.6% | -681.4% | -63.7% |
| 5Y | -94.7% | +312.6% | -407.3% | -80.5% |
| 10Y | -100.0% | +381.4% | -481.4% | -99.8% |
| All | -100.0% | +1,584.5% | -1,684.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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