-50.6%
SQQQ vs EMR
+15.3%
-66.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -0.1% |
| 7D | +1.8% | -0.4% | +2.2% | +1.5% |
| 30D | +4.2% | -6.8% | +10.9% | -2.1% |
| 3M | -3.3% | +7.5% | -10.8% | +5.9% |
| 6M | -43.6% | +9.9% | -53.5% | -33.5% |
| YTD | -41.9% | +16.0% | -57.8% | -25.5% |
| 1Y | -50.6% | +12.4% | -63.1% | -35.1% |
| All | -50.6% | +15.3% | -66.0% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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