-36.0%
SQQQ vs ECL
+23.8%
-59.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.4% | -6.2% | -2.1% |
| 7D | +14.6% | +7.7% | +6.8% | +16.4% |
| 30D | +28.9% | +13.7% | +15.2% | +32.9% |
| 3M | +13.1% | +11.6% | +1.6% | +16.1% |
| 6M | -15.2% | +23.9% | -39.1% | -7.6% |
| YTD | -37.0% | +21.0% | -57.9% | -30.9% |
| 1Y | -36.0% | +23.1% | -59.1% | -28.6% |
| All | -36.0% | +23.8% | -59.7% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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