-100.0%
SQQQ vs EWJ
+232.0%
-332.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.8% | +2.0% |
| 7D | +4.1% | -1.5% | +5.6% | +0.6% |
| 30D | +4.6% | +0.2% | +4.4% | +5.7% |
| 3M | -10.4% | +8.6% | -19.0% | +13.9% |
| 6M | -42.1% | +12.1% | -54.3% | -16.8% |
| YTD | -40.3% | +20.1% | -60.4% | +1.1% |
| 1Y | -50.2% | +25.2% | -75.4% | -5.2% |
| 3Y | -89.4% | +70.8% | -160.2% | -46.4% |
| 5Y | -94.7% | +49.2% | -143.8% | -70.9% |
| 10Y | -100.0% | +138.6% | -238.6% | -99.1% |
| All | -100.0% | +232.0% | -332.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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