-89.3%
SQQQ vs ELF
-29.5%
-59.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.2% |
| 7D | +1.8% | -11.6% | +13.4% | -2.1% |
| 30D | +4.2% | +4.6% | -0.5% | +6.1% |
| 3M | -3.3% | +59.7% | -63.0% | +14.9% |
| 6M | -43.6% | +21.2% | -64.9% | -37.8% |
| YTD | -41.9% | +27.4% | -69.3% | -33.8% |
| 1Y | -50.6% | -29.8% | -20.8% | -52.2% |
| 3Y | -89.3% | -28.5% | -60.8% | -86.2% |
| All | -89.3% | -29.5% | -59.8% | -86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling