-100.0%
SQQQ vs ES
+404.0%
-504.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.9% |
| 7D | -0.9% | +0.3% | -1.2% | -0.6% |
| 30D | -0.3% | -2.0% | +1.7% | -2.1% |
| 3M | +2.7% | +1.7% | +1.1% | +3.3% |
| 6M | -43.8% | -3.5% | -40.3% | -46.0% |
| YTD | -42.9% | +7.9% | -50.8% | -39.3% |
| 1Y | -53.5% | +17.2% | -70.7% | -46.1% |
| 3Y | -89.4% | +29.3% | -118.7% | -86.1% |
| 5Y | -94.7% | -5.7% | -88.9% | -94.6% |
| 10Y | -100.0% | +85.2% | -185.2% | -99.9% |
| All | -100.0% | +404.0% | -504.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling