-89.0%
SQQQ vs ESTC
+7.0%
-96.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.6% | +6.8% | +1.9% |
| 7D | +4.1% | -13.2% | +17.2% | -1.2% |
| 30D | +4.6% | +9.3% | -4.7% | +9.6% |
| 3M | -10.4% | +37.3% | -47.8% | +3.4% |
| 6M | -42.1% | +61.0% | -103.1% | -27.5% |
| YTD | -40.3% | +10.7% | -51.0% | -35.4% |
| 1Y | -50.2% | -7.2% | -43.0% | -49.6% |
| All | -89.0% | +7.0% | -96.0% | -86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling