-36.0%
SQQQ vs EFV
+25.8%
-61.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.1% | -5.9% | +3.8% |
| 7D | +14.6% | +2.9% | +11.7% | +21.6% |
| 30D | +28.9% | +3.6% | +25.3% | +38.9% |
| 3M | +13.1% | -0.1% | +13.2% | +13.0% |
| 6M | -15.2% | +9.6% | -24.8% | +6.6% |
| YTD | -37.0% | +17.0% | -54.0% | -3.9% |
| 1Y | -36.0% | +25.7% | -61.6% | +16.8% |
| All | -36.0% | +25.8% | -61.8% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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