-100.0%
SQQQ vs EW
+1,117.1%
-1,217.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.9% | -2.7% |
| 7D | -4.2% | -4.4% | +0.3% | -7.9% |
| 30D | +2.4% | -3.3% | +5.8% | -0.6% |
| 3M | -5.7% | +1.0% | -6.7% | -4.8% |
| 6M | -46.6% | +6.2% | -52.8% | -42.8% |
| YTD | -42.7% | +1.7% | -44.4% | -40.5% |
| 1Y | -52.6% | +8.1% | -60.7% | -47.7% |
| 3Y | -89.8% | +17.1% | -106.9% | -86.0% |
| 5Y | -94.7% | -29.4% | -65.3% | -93.9% |
| 10Y | -100.0% | +121.7% | -221.7% | -99.8% |
| All | -100.0% | +1,117.1% | -1,217.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling