-99.8%
SQQQ vs ESTC
+26.3%
-126.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | -2.1% |
| 7D | -4.2% | -4.3% | +0.1% | -6.6% |
| 30D | +2.4% | +17.7% | -15.3% | +15.5% |
| 3M | -5.7% | +42.3% | -48.0% | +21.7% |
| 6M | -46.6% | +64.6% | -111.1% | -22.4% |
| YTD | -42.7% | +17.2% | -59.9% | -32.8% |
| 1Y | -52.6% | -4.2% | -48.4% | -51.2% |
| 3Y | -89.8% | +13.5% | -103.3% | -83.9% |
| 5Y | -94.7% | -45.5% | -49.2% | -91.0% |
| All | -99.8% | +26.3% | -126.2% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling