-22.1%
SQQQ vs ETN
-12.7%
-9.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | -7.4% | +26.6% | +12.4% |
| 7D | +31.0% | -16.9% | +47.9% | +12.7% |
| 30D | +55.7% | -26.5% | +82.2% | +21.4% |
| 3M | +31.2% | -26.7% | +58.0% | +3.4% |
| 6M | +5.1% | -20.0% | +25.1% | -3.1% |
| YTD | -24.9% | +3.5% | -28.4% | -8.7% |
| 1Y | -22.1% | -14.4% | -7.6% | -23.8% |
| All | -22.1% | -12.7% | -9.4% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 1y: compounded portfolio wealth divided by compounded ETN 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…
1y analysis · Full analysis span regression · 6 months rolling