-100.0%
SQQQ vs EFA
+236.3%
-336.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +1.1% |
| 7D | +4.1% | -2.4% | +6.4% | -2.0% |
| 30D | +4.6% | -2.2% | +6.9% | -0.9% |
| 3M | -10.4% | +5.7% | -16.1% | +6.9% |
| 6M | -42.1% | +8.2% | -50.3% | -23.2% |
| YTD | -40.3% | +11.8% | -52.1% | -12.9% |
| 1Y | -50.2% | +18.3% | -68.5% | -14.2% |
| 3Y | -89.4% | +64.9% | -154.3% | -45.3% |
| 5Y | -94.7% | +52.4% | -147.1% | -64.8% |
| 10Y | -100.0% | +142.4% | -242.3% | -98.5% |
| All | -100.0% | +236.3% | -336.3% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling