-36.0%
SQQQ vs EL
+25.6%
-61.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.3% | -9.1% | -0.8% |
| 7D | +14.6% | +2.5% | +12.1% | +15.6% |
| 30D | +28.9% | +20.1% | +8.8% | +36.8% |
| 3M | +13.1% | +29.3% | -16.1% | +23.6% |
| 6M | -15.2% | +38.8% | -54.0% | -3.9% |
| YTD | -37.0% | +8.1% | -45.1% | -28.8% |
| 1Y | -36.0% | +22.3% | -58.3% | -20.0% |
| All | -36.0% | +25.6% | -61.6% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling