-96.8%
SQQQ vs EXE
+182.2%
-279.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -3.5% |
| 7D | +1.8% | -3.1% | +5.0% | +0.4% |
| 30D | +4.2% | -0.9% | +5.1% | +3.7% |
| 3M | -3.3% | +9.6% | -12.8% | +0.7% |
| 6M | -43.6% | -11.6% | -32.0% | -47.1% |
| YTD | -41.9% | -12.6% | -29.3% | -45.7% |
| 1Y | -50.6% | +1.2% | -51.8% | -49.7% |
| 3Y | -89.3% | +18.0% | -107.3% | -87.4% |
| 5Y | -94.8% | +101.1% | -195.9% | -92.4% |
| All | -96.8% | +182.2% | -279.0% | -95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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