-89.3%
SQQQ vs EFX
-12.2%
-77.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.3% |
| 7D | +1.8% | -4.5% | +6.4% | -0.7% |
| 30D | +4.2% | -6.1% | +10.2% | +0.9% |
| 3M | -3.3% | +6.2% | -9.5% | +0.5% |
| 6M | -43.6% | -11.2% | -32.4% | -48.2% |
| YTD | -41.9% | -21.4% | -20.5% | -51.0% |
| 1Y | -50.6% | -34.3% | -16.3% | -64.4% |
| 3Y | -89.3% | -12.5% | -76.8% | -88.6% |
| All | -89.3% | -12.2% | -77.1% | -88.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling