-100.0%
SQQQ vs EXC
+168.9%
-268.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +1.0% |
| 7D | -4.2% | +1.2% | -5.4% | -3.1% |
| 30D | +2.4% | -2.7% | +5.2% | -0.1% |
| 3M | -5.7% | -1.0% | -4.7% | -7.3% |
| 6M | -46.6% | -9.3% | -37.3% | -52.1% |
| YTD | -42.7% | +3.6% | -46.3% | -41.9% |
| 1Y | -52.6% | +5.9% | -58.5% | -51.0% |
| 3Y | -89.8% | +21.3% | -111.1% | -88.2% |
| 5Y | -94.7% | +46.2% | -140.9% | -91.4% |
| 10Y | -100.0% | +151.5% | -251.4% | -99.8% |
| All | -100.0% | +168.9% | -268.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling