-100.0%
SQQQ vs ELF
+334.6%
-434.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.9% | +5.2% | -1.8% |
| 7D | -4.2% | -1.2% | -3.0% | -4.6% |
| 30D | +2.4% | +5.9% | -3.5% | +5.2% |
| 3M | -5.7% | +99.5% | -105.2% | +29.7% |
| 6M | -46.6% | +26.5% | -73.1% | -38.5% |
| YTD | -42.7% | +37.2% | -79.9% | -30.6% |
| 1Y | -52.6% | -24.4% | -28.2% | -53.4% |
| 3Y | -89.8% | -23.3% | -66.5% | -86.8% |
| 5Y | -94.7% | +245.2% | -339.9% | -81.2% |
| All | -100.0% | +334.6% | -434.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling