-100.0%
SQQQ vs EMB
+106.8%
-206.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.2% |
| 7D | -2.7% | 0.0% | -2.7% | -2.6% |
| 30D | +2.4% | -0.3% | +2.7% | +1.6% |
| 3M | -8.0% | -0.3% | -7.7% | -7.4% |
| 6M | -43.9% | +0.7% | -44.7% | -40.1% |
| YTD | -42.2% | +1.3% | -43.5% | -37.1% |
| 1Y | -51.8% | +4.7% | -56.5% | -41.1% |
| 3Y | -89.7% | +30.1% | -119.8% | -71.9% |
| 5Y | -94.7% | +6.9% | -101.6% | -89.8% |
| 10Y | -100.0% | +30.7% | -130.7% | -99.8% |
| All | -100.0% | +106.8% | -206.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling