-89.3%
SQQQ vs EL
-34.0%
-55.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.3% |
| 7D | +1.8% | -6.5% | +8.3% | -0.9% |
| 30D | +4.2% | +11.1% | -7.0% | +9.3% |
| 3M | -3.3% | +10.7% | -14.0% | +1.9% |
| 6M | -43.6% | +6.9% | -50.5% | -40.0% |
| YTD | -41.9% | -6.3% | -35.6% | -40.5% |
| 1Y | -50.6% | +13.5% | -64.1% | -43.9% |
| 3Y | -89.3% | -33.1% | -56.2% | -87.6% |
| All | -89.3% | -34.0% | -55.3% | -87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling