-100.0%
SQQQ vs EWZ
+19.4%
-119.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +2.0% | +4.5% |
| 7D | +4.1% | +1.1% | +2.9% | +5.1% |
| 30D | +4.6% | +13.5% | -8.9% | +17.9% |
| 3M | -10.4% | +15.2% | -25.7% | +3.4% |
| 6M | -42.1% | +3.7% | -45.8% | -38.1% |
| YTD | -40.3% | +22.5% | -62.9% | -24.4% |
| 1Y | -50.2% | +35.3% | -85.4% | -29.8% |
| 3Y | -89.4% | +50.2% | -139.6% | -81.3% |
| 5Y | -94.7% | +64.6% | -159.2% | -88.2% |
| 10Y | -100.0% | +95.0% | -195.0% | -99.8% |
| All | -100.0% | +19.4% | -119.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling