-100.0%
SQQQ vs EMR
+414.2%
-514.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | -0.7% |
| 7D | -2.7% | +0.9% | -3.6% | -1.4% |
| 30D | +2.4% | -5.0% | +7.4% | -4.1% |
| 3M | -8.0% | +5.9% | -13.9% | +2.8% |
| 6M | -43.9% | +7.3% | -51.3% | -33.6% |
| YTD | -42.2% | +14.6% | -56.8% | -24.2% |
| 1Y | -51.8% | +15.6% | -67.4% | -34.4% |
| 3Y | -89.7% | +60.2% | -149.9% | -71.2% |
| 5Y | -94.7% | +65.8% | -160.5% | -79.2% |
| 10Y | -100.0% | +277.4% | -377.4% | -99.2% |
| All | -100.0% | +414.2% | -514.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling