-50.6%
SQQQ vs ELF
-28.2%
-22.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.3% |
| 7D | +1.8% | -11.6% | +13.4% | -1.3% |
| 30D | +4.2% | +4.6% | -0.5% | +5.7% |
| 3M | -3.3% | +59.7% | -63.0% | +11.1% |
| 6M | -43.6% | +21.2% | -64.9% | -38.9% |
| YTD | -41.9% | +27.4% | -69.3% | -35.1% |
| 1Y | -50.6% | -29.8% | -20.8% | -52.9% |
| All | -50.6% | -28.2% | -22.4% | -52.9% |
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