-100.0%
SQQQ vs EL
+26.1%
-126.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.0% |
| 7D | +1.8% | -6.5% | +8.3% | -3.9% |
| 30D | +4.2% | +11.1% | -7.0% | +14.6% |
| 3M | -3.3% | +10.7% | -14.0% | +7.1% |
| 6M | -43.6% | +6.9% | -50.5% | -37.8% |
| YTD | -41.9% | -6.3% | -35.6% | -42.0% |
| 1Y | -50.6% | +13.5% | -64.1% | -39.2% |
| 3Y | -89.3% | -33.1% | -56.2% | -91.2% |
| 5Y | -94.8% | -68.8% | -26.0% | -97.6% |
| All | -100.0% | +26.1% | -126.1% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling