-100.0%
SQQQ vs EW
+120.5%
-220.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -5.3% |
| 7D | +1.8% | -6.2% | +8.0% | -4.5% |
| 30D | +4.2% | -9.3% | +13.5% | -5.7% |
| 3M | -3.3% | -1.6% | -1.7% | -5.0% |
| 6M | -43.6% | -0.8% | -42.8% | -43.3% |
| YTD | -41.9% | -1.0% | -40.8% | -41.2% |
| 1Y | -50.6% | +8.2% | -58.8% | -44.9% |
| 3Y | -89.3% | +12.7% | -102.0% | -85.4% |
| 5Y | -94.8% | -30.2% | -64.6% | -94.4% |
| All | -100.0% | +120.5% | -220.4% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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