-100.0%
SQQQ vs EIX
+229.6%
-329.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.0% | -1.5% |
| 7D | -2.7% | +4.1% | -6.8% | +0.3% |
| 30D | +2.4% | -15.3% | +17.7% | -9.0% |
| 3M | -8.0% | -18.4% | +10.4% | -20.9% |
| 6M | -43.9% | -16.8% | -27.1% | -50.9% |
| YTD | -42.2% | -0.6% | -41.7% | -41.3% |
| 1Y | -51.8% | +10.7% | -62.4% | -46.4% |
| 3Y | -89.7% | -4.5% | -85.3% | -89.0% |
| 5Y | -94.7% | +24.0% | -118.7% | -91.8% |
| 10Y | -100.0% | +22.9% | -122.9% | -99.9% |
| All | -100.0% | +229.6% | -329.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 all: compounded portfolio wealth divided by compounded EIX 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…
all analysis · Full analysis span regression · 6 months rolling