-99.8%
SQQQ vs ELAN
-28.2%
-71.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -3.9% | -1.7% |
| 7D | +1.8% | -5.4% | +7.2% | -1.8% |
| 30D | +4.2% | +4.7% | -0.5% | +7.7% |
| 3M | -3.3% | -3.7% | +0.4% | -5.1% |
| 6M | -43.6% | -1.2% | -42.5% | -41.2% |
| YTD | -41.9% | +2.4% | -44.3% | -37.1% |
| 1Y | -50.6% | +23.4% | -74.0% | -38.2% |
| 3Y | -89.3% | +96.7% | -186.0% | -75.9% |
| 5Y | -94.8% | -30.6% | -64.2% | -93.5% |
| All | -99.8% | -28.2% | -71.7% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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