-99.8%
SQQQ vs ESTC
+19.1%
-119.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.7% |
| 7D | +1.8% | -9.2% | +11.0% | -4.3% |
| 30D | +4.2% | +8.1% | -3.9% | +11.1% |
| 3M | -3.3% | +38.5% | -41.8% | +22.8% |
| 6M | -43.6% | +57.8% | -101.4% | -20.2% |
| YTD | -41.9% | +10.5% | -52.4% | -34.3% |
| 1Y | -50.6% | -6.4% | -44.3% | -49.7% |
| 3Y | -89.3% | +4.7% | -94.0% | -84.0% |
| 5Y | -94.8% | -47.8% | -47.0% | -91.4% |
| All | -99.8% | +19.1% | -119.0% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling