-100.0%
SQQQ vs ELF
+303.8%
-403.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.1% |
| 7D | +1.8% | -11.6% | +13.4% | -3.3% |
| 30D | +4.2% | +4.6% | -0.5% | +6.6% |
| 3M | -3.3% | +59.7% | -63.0% | +20.8% |
| 6M | -43.6% | +21.2% | -64.9% | -36.2% |
| YTD | -41.9% | +27.4% | -69.3% | -31.6% |
| 1Y | -50.6% | -29.8% | -20.8% | -53.0% |
| 3Y | -89.3% | -28.5% | -60.8% | -86.5% |
| 5Y | -94.8% | +220.0% | -314.8% | -82.1% |
| All | -100.0% | +303.8% | -403.8% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling