-36.0%
SQQQ vs EWZ
+7.8%
-43.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.4% | -2.0% |
| 7D | +14.6% | -4.1% | +18.6% | +12.5% |
| 30D | +28.9% | -25.0% | +53.8% | +13.2% |
| 3M | +13.1% | -10.6% | +23.8% | +15.4% |
| 6M | -15.2% | -16.6% | +1.4% | -17.0% |
| YTD | -37.0% | +2.5% | -39.5% | -27.9% |
| 1Y | -36.0% | +8.1% | -44.0% | -14.8% |
| All | -36.0% | +7.8% | -43.8% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 1y: compounded portfolio wealth divided by compounded EWZ 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…
1y analysis · Full analysis span regression · 6 months rolling