-100.0%
SQQQ vs ENB
+401.0%
-501.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +0.1% |
| 7D | -2.7% | -0.3% | -2.4% | -3.0% |
| 30D | +2.4% | -1.1% | +3.5% | +1.0% |
| 3M | -8.0% | -8.5% | +0.5% | -17.6% |
| 6M | -43.9% | -4.5% | -39.4% | -47.4% |
| YTD | -42.2% | +9.1% | -51.3% | -37.3% |
| 1Y | -51.8% | +8.0% | -59.7% | -48.4% |
| 3Y | -89.7% | +77.8% | -167.6% | -79.4% |
| 5Y | -94.7% | +69.4% | -164.1% | -88.3% |
| 10Y | -100.0% | +100.5% | -200.4% | -99.8% |
| All | -100.0% | +401.0% | -501.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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