-100.0%
SQQQ vs ED
+381.8%
-481.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.9% |
| 7D | -4.2% | +0.5% | -4.7% | -3.8% |
| 30D | +2.4% | +1.1% | +1.3% | +3.1% |
| 3M | -5.7% | +4.6% | -10.3% | -3.6% |
| 6M | -46.6% | -2.0% | -44.6% | -48.1% |
| YTD | -42.7% | +11.7% | -54.4% | -39.3% |
| 1Y | -52.6% | +15.7% | -68.3% | -48.8% |
| 3Y | -89.8% | +34.4% | -124.2% | -87.8% |
| 5Y | -94.7% | +67.3% | -162.0% | -91.6% |
| 10Y | -100.0% | +104.0% | -204.0% | -99.9% |
| All | -100.0% | +381.8% | -481.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling