-89.3%
SQQQ vs EWT
+198.4%
-287.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | +0.6% |
| 7D | +1.8% | -1.1% | +2.9% | -0.1% |
| 30D | +4.2% | +4.5% | -0.3% | +13.2% |
| 3M | -3.3% | +8.3% | -11.5% | +19.5% |
| 6M | -43.6% | +54.2% | -97.9% | +45.4% |
| YTD | -41.9% | +74.6% | -116.5% | +95.0% |
| 1Y | -50.6% | +84.9% | -135.5% | +92.6% |
| 3Y | -89.3% | +197.5% | -286.8% | +67.2% |
| All | -89.3% | +198.4% | -287.7% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 3y: compounded portfolio wealth divided by compounded EWT 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…
3y analysis · Full analysis span regression · 6 months rolling