-100.0%
SQQQ vs EEM
+133.3%
-233.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.8% | +0.4% |
| 7D | +1.8% | -1.3% | +3.1% | -1.0% |
| 30D | +4.2% | +2.1% | +2.1% | +9.8% |
| 3M | -3.3% | +1.0% | -4.3% | +5.6% |
| 6M | -43.6% | +15.9% | -59.6% | -8.0% |
| YTD | -41.9% | +24.6% | -66.5% | +14.7% |
| 1Y | -50.6% | +32.3% | -82.9% | +16.1% |
| 3Y | -89.3% | +85.9% | -175.2% | -26.2% |
| 5Y | -94.8% | +45.4% | -140.2% | -70.7% |
| All | -100.0% | +133.3% | -233.2% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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