-94.8%
SQQQ vs ESI
+67.8%
-162.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.0% |
| 7D | +1.8% | -4.6% | +6.4% | -3.8% |
| 30D | +4.2% | -10.5% | +14.7% | -8.2% |
| 3M | -3.3% | -19.8% | +16.5% | -21.7% |
| 6M | -43.6% | +5.8% | -49.5% | -30.5% |
| YTD | -41.9% | +38.3% | -80.2% | +5.0% |
| 1Y | -50.6% | +31.5% | -82.2% | -13.8% |
| 3Y | -89.3% | +80.7% | -170.0% | -58.3% |
| All | -94.8% | +67.8% | -162.6% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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