-100.0%
SQQQ vs EFV
+169.9%
-269.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | +0.1% |
| 7D | +1.8% | -0.8% | +2.6% | -0.2% |
| 30D | +4.2% | +0.6% | +3.5% | +6.0% |
| 3M | -3.3% | +7.5% | -10.8% | +17.7% |
| 6M | -43.6% | +13.0% | -56.7% | -18.9% |
| YTD | -41.9% | +18.3% | -60.2% | -5.5% |
| 1Y | -50.6% | +26.7% | -77.4% | -3.4% |
| 3Y | -89.3% | +89.6% | -178.9% | -29.9% |
| 5Y | -94.8% | +98.2% | -193.0% | -46.3% |
| All | -100.0% | +169.9% | -269.9% | -98.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling