-100.0%
SQQQ vs EL
+332.3%
-432.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.7% | -1.8% |
| 7D | -2.7% | -2.4% | -0.3% | -4.8% |
| 30D | +2.4% | +13.7% | -11.3% | +15.8% |
| 3M | -8.0% | +14.5% | -22.5% | +6.2% |
| 6M | -43.9% | +7.4% | -51.3% | -37.6% |
| YTD | -42.2% | -4.7% | -37.5% | -41.8% |
| 1Y | -51.8% | +12.9% | -64.7% | -40.8% |
| 3Y | -89.7% | -32.2% | -57.5% | -91.5% |
| 5Y | -94.7% | -68.4% | -26.3% | -97.4% |
| 10Y | -100.0% | +28.3% | -128.2% | -99.8% |
| All | -100.0% | +332.3% | -432.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling