-100.0%
SQQQ vs ECL
+691.6%
-791.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | -0.3% |
| 7D | -4.2% | -0.8% | -3.4% | -5.3% |
| 30D | +2.4% | -2.5% | +4.9% | -1.8% |
| 3M | -5.7% | +8.3% | -14.0% | +5.6% |
| 6M | -46.6% | -1.1% | -45.5% | -47.6% |
| YTD | -42.7% | +6.5% | -49.2% | -36.8% |
| 1Y | -52.6% | +2.1% | -54.7% | -51.1% |
| 3Y | -89.8% | +57.6% | -147.4% | -76.1% |
| 5Y | -94.7% | +28.1% | -122.7% | -86.3% |
| 10Y | -100.0% | +153.2% | -253.2% | -99.5% |
| All | -100.0% | +691.6% | -791.6% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling