-94.7%
SQQQ vs EMB
+6.1%
-100.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +0.2% |
| 7D | +4.1% | -1.1% | +5.2% | -0.1% |
| 30D | +4.6% | -1.1% | +5.7% | +0.7% |
| 3M | -10.4% | -0.8% | -9.7% | -11.5% |
| 6M | -42.1% | -0.1% | -42.1% | -39.5% |
| YTD | -40.3% | +0.4% | -40.8% | -36.3% |
| 1Y | -50.2% | +3.3% | -53.5% | -40.7% |
| 3Y | -89.4% | +29.0% | -118.4% | -68.9% |
| 5Y | -94.7% | +6.3% | -101.0% | -90.5% |
| All | -94.7% | +6.1% | -100.7% | -90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 5y: compounded portfolio wealth divided by compounded EMB 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…
5y analysis · Full analysis span regression · 6 months rolling