-100.0%
SQQQ vs ES
+98.2%
-198.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +4.3% |
| 7D | -11.0% | +2.7% | -13.7% | -9.3% |
| 30D | +17.9% | +7.6% | +10.4% | +23.4% |
| 3M | +19.5% | +0.5% | +19.0% | +18.9% |
| 6M | +4.2% | +7.6% | -3.4% | +8.6% |
| YTD | -35.6% | +10.2% | -45.8% | -31.5% |
| 1Y | -37.7% | +1.8% | -39.5% | -37.6% |
| 3Y | -88.0% | +55.4% | -143.4% | -81.9% |
| 5Y | -93.1% | +7.3% | -100.5% | -92.1% |
| All | -100.0% | +98.2% | -198.2% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling