-37.7%
SQQQ vs ES
+2.1%
-39.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.4% |
| 7D | -11.0% | +2.7% | -13.7% | -11.9% |
| 30D | +17.9% | +7.6% | +10.4% | +15.4% |
| 3M | +19.5% | +0.5% | +19.0% | +18.7% |
| 6M | +4.2% | +7.6% | -3.4% | +3.4% |
| YTD | -35.6% | +10.2% | -45.8% | -36.2% |
| 1Y | -37.7% | +1.8% | -39.5% | -38.5% |
| All | -37.7% | +2.1% | -39.8% | -38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling