-100.0%
SQQQ vs EFA
+146.6%
-246.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | +0.3% |
| 7D | +1.8% | -1.5% | +3.3% | -2.6% |
| 30D | +4.2% | -1.7% | +5.8% | -0.5% |
| 3M | -3.3% | +3.5% | -6.8% | +10.7% |
| 6M | -43.6% | +9.5% | -53.1% | -19.7% |
| YTD | -41.9% | +12.9% | -54.7% | -8.1% |
| 1Y | -50.6% | +18.2% | -68.8% | -8.4% |
| 3Y | -89.3% | +64.8% | -154.1% | -29.3% |
| 5Y | -94.8% | +53.9% | -148.7% | -54.9% |
| All | -100.0% | +146.6% | -246.5% | -97.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling