-36.0%
SQQQ vs EFA
+16.9%
-52.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.3% | +3.7% |
| 7D | +14.6% | +2.0% | +12.6% | +20.5% |
| 30D | +28.9% | +1.6% | +27.2% | +34.8% |
| 3M | +13.1% | -1.5% | +14.6% | +10.2% |
| 6M | -15.2% | +6.6% | -21.9% | +4.8% |
| YTD | -37.0% | +11.8% | -48.8% | -4.5% |
| 1Y | -36.0% | +16.9% | -52.8% | +11.8% |
| All | -36.0% | +16.9% | -52.9% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 1y: compounded portfolio wealth divided by compounded EFA 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…
1y analysis · Full analysis span regression · 6 months rolling