-100.0%
SQQQ vs EFX
+42.6%
-142.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.0% |
| 7D | +1.8% | -4.5% | +6.4% | -2.7% |
| 30D | +4.2% | -6.1% | +10.2% | -2.1% |
| 3M | -3.3% | +6.2% | -9.5% | +1.3% |
| 6M | -43.6% | -11.2% | -32.4% | -51.2% |
| YTD | -41.9% | -21.4% | -20.5% | -55.6% |
| 1Y | -50.6% | -34.3% | -16.3% | -69.3% |
| 3Y | -89.3% | -12.5% | -76.8% | -88.2% |
| 5Y | -94.8% | -35.6% | -59.2% | -93.8% |
| All | -100.0% | +42.6% | -142.5% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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