-100.0%
SQQQ vs EOG
+383.2%
-483.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +1.8% | +1.5% | +0.3% | +2.7% |
| 30D | +4.2% | +2.9% | +1.2% | +5.9% |
| 3M | -3.3% | +8.7% | -12.0% | +0.7% |
| 6M | -43.6% | +12.9% | -56.6% | -40.6% |
| YTD | -41.9% | +43.8% | -85.7% | -28.3% |
| 1Y | -50.6% | +27.1% | -77.7% | -43.7% |
| 3Y | -89.3% | +25.9% | -115.2% | -86.7% |
| 5Y | -94.8% | +177.9% | -272.7% | -87.5% |
| 10Y | -100.0% | +119.7% | -219.6% | -99.9% |
| All | -100.0% | +383.2% | -483.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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