-36.0%
SQQQ vs EME
-3.1%
-32.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.6% | +6.9% | -10.3% |
| 7D | +14.6% | -5.8% | +20.3% | +9.6% |
| 30D | +28.9% | -17.9% | +46.8% | +11.1% |
| 3M | +13.1% | -22.0% | +35.1% | -5.9% |
| 6M | -15.2% | -29.7% | +14.5% | -32.9% |
| YTD | -37.0% | +4.7% | -41.7% | -24.0% |
| 1Y | -36.0% | -2.1% | -33.8% | -28.9% |
| All | -36.0% | -3.1% | -32.9% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling