-94.7%
SQQQ vs ED
+66.8%
-161.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.3% |
| 7D | +4.1% | -1.9% | +5.9% | +4.2% |
| 30D | +4.6% | +0.1% | +4.5% | +4.6% |
| 3M | -10.4% | 0.0% | -10.4% | -10.2% |
| 6M | -42.1% | -2.5% | -39.6% | -42.1% |
| YTD | -40.3% | +10.1% | -50.4% | -39.6% |
| 1Y | -50.2% | +13.6% | -63.8% | -49.4% |
| 3Y | -89.4% | +32.4% | -121.8% | -88.0% |
| 5Y | -94.7% | +69.9% | -164.5% | -93.8% |
| All | -94.7% | +66.8% | -161.4% | -93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 5y: compounded portfolio wealth divided by compounded ED 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…
5y analysis · Full analysis span regression · 6 months rolling