-89.3%
SQQQ vs EME
+252.2%
-341.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.3% | -6.9% | +1.2% |
| 7D | +1.8% | +3.5% | -1.7% | +5.1% |
| 30D | +4.2% | -6.3% | +10.5% | -1.2% |
| 3M | -3.3% | -3.8% | +0.5% | -2.1% |
| 6M | -43.6% | +8.5% | -52.2% | -34.0% |
| YTD | -41.9% | +27.8% | -69.7% | -19.5% |
| 1Y | -50.6% | +22.2% | -72.9% | -30.6% |
| 3Y | -89.3% | +253.5% | -342.8% | -62.3% |
| All | -89.3% | +252.2% | -341.5% | -62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling