-100.0%
SQQQ vs ESI
+222.6%
-322.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | -0.1% |
| 7D | -2.7% | +3.9% | -6.6% | +0.4% |
| 30D | +2.4% | -3.8% | +6.2% | +0.1% |
| 3M | -8.0% | -13.1% | +5.1% | -12.9% |
| 6M | -43.9% | +11.3% | -55.3% | -32.6% |
| YTD | -42.2% | +44.1% | -86.3% | -13.2% |
| 1Y | -51.8% | +40.3% | -92.1% | -27.0% |
| 3Y | -89.7% | +84.1% | -173.8% | -76.2% |
| 5Y | -94.7% | +75.8% | -170.5% | -84.3% |
| 10Y | -100.0% | +320.7% | -420.7% | -99.7% |
| All | -100.0% | +222.6% | -322.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling