-100.0%
SQQQ vs ETR
+296.9%
-396.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.9% |
| 7D | +1.8% | -1.8% | +3.6% | +0.3% |
| 30D | +4.2% | -1.8% | +5.9% | +2.6% |
| 3M | -3.3% | -3.6% | +0.3% | -6.0% |
| 6M | -43.6% | +2.6% | -46.3% | -42.3% |
| YTD | -41.9% | +16.0% | -57.9% | -33.3% |
| 1Y | -50.6% | +20.1% | -70.8% | -41.1% |
| 3Y | -89.3% | +143.6% | -232.9% | -73.8% |
| 5Y | -94.8% | +124.4% | -219.2% | -87.1% |
| All | -100.0% | +296.9% | -396.8% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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