-100.0%
SQQQ vs ELV
+280.2%
-380.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.2% |
| 7D | +1.8% | +3.2% | -1.4% | +4.0% |
| 30D | +4.2% | +5.4% | -1.2% | +7.9% |
| 3M | -3.3% | +5.4% | -8.6% | +0.4% |
| 6M | -43.6% | +45.7% | -89.4% | -25.2% |
| YTD | -41.9% | +21.2% | -63.1% | -32.3% |
| 1Y | -50.6% | +35.6% | -86.3% | -36.9% |
| 3Y | -89.3% | -2.0% | -87.3% | -89.3% |
| 5Y | -94.8% | +26.0% | -120.8% | -92.5% |
| All | -100.0% | +280.2% | -380.2% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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