-94.8%
SQQQ vs EFX
-36.2%
-58.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.0% |
| 7D | +1.8% | -4.5% | +6.4% | -2.5% |
| 30D | +4.2% | -6.1% | +10.2% | -1.8% |
| 3M | -3.3% | +6.2% | -9.5% | +1.6% |
| 6M | -43.6% | -11.2% | -32.4% | -51.3% |
| YTD | -41.9% | -21.4% | -20.5% | -56.1% |
| 1Y | -50.6% | -34.3% | -16.3% | -70.1% |
| 3Y | -89.3% | -12.5% | -76.8% | -87.6% |
| All | -94.8% | -36.2% | -58.6% | -93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling