-100.0%
SQQQ vs EXC
+158.0%
-258.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -3.1% |
| 7D | +1.8% | -1.1% | +2.9% | +0.8% |
| 30D | +4.2% | -3.6% | +7.8% | +0.7% |
| 3M | -3.3% | -4.3% | +1.0% | -7.8% |
| 6M | -43.6% | -9.9% | -33.7% | -49.8% |
| YTD | -41.9% | +1.8% | -43.6% | -42.0% |
| 1Y | -50.6% | +2.9% | -53.5% | -50.2% |
| 3Y | -89.3% | +19.1% | -108.4% | -87.8% |
| 5Y | -94.8% | +44.8% | -139.6% | -91.3% |
| All | -100.0% | +158.0% | -258.0% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling