-53.5%
SQQQ vs ELF
-17.5%
-36.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | +0.1% |
| 7D | -0.9% | +5.4% | -6.3% | +0.5% |
| 30D | -0.3% | +27.0% | -27.3% | +6.5% |
| 3M | +2.7% | +113.2% | -110.5% | +27.5% |
| 6M | -43.8% | +36.6% | -80.4% | -37.2% |
| YTD | -42.9% | +44.2% | -87.1% | -34.2% |
| 1Y | -53.5% | -18.0% | -35.5% | -53.9% |
| All | -53.5% | -17.5% | -36.0% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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