-100.0%
SQQQ vs ECL
+160.1%
-260.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -0.2% |
| 7D | +1.8% | -1.1% | +2.9% | +0.3% |
| 30D | +4.2% | -0.8% | +5.0% | +2.7% |
| 3M | -3.3% | +5.0% | -8.3% | +2.7% |
| 6M | -43.6% | +0.2% | -43.9% | -43.5% |
| YTD | -41.9% | +5.8% | -47.7% | -36.6% |
| 1Y | -50.6% | +1.5% | -52.2% | -49.3% |
| 3Y | -89.3% | +55.0% | -144.3% | -76.1% |
| 5Y | -94.8% | +29.3% | -124.1% | -86.4% |
| All | -100.0% | +160.1% | -260.0% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling