-94.7%
SQQQ vs ES
-4.5%
-90.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +0.3% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +2.4% | -1.0% | +3.4% | +2.0% |
| 3M | -8.0% | +1.5% | -9.5% | -7.5% |
| 6M | -43.9% | -3.5% | -40.5% | -44.9% |
| YTD | -42.2% | +7.0% | -49.2% | -40.3% |
| 1Y | -51.8% | +15.3% | -67.1% | -47.4% |
| 3Y | -89.7% | +30.2% | -119.9% | -87.5% |
| 5Y | -94.7% | -4.3% | -90.4% | -94.8% |
| All | -94.7% | -4.5% | -90.2% | -94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling