-96.7%
SQQQ vs EXE
+188.3%
-285.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.4% |
| 7D | +4.1% | -2.2% | +6.3% | +3.1% |
| 30D | +4.6% | -0.8% | +5.4% | +4.2% |
| 3M | -10.4% | +10.0% | -20.5% | -6.6% |
| 6M | -42.1% | -6.3% | -35.8% | -44.1% |
| YTD | -40.3% | -10.7% | -29.7% | -43.7% |
| 1Y | -50.2% | +2.7% | -52.9% | -49.0% |
| 3Y | -89.4% | +19.1% | -108.5% | -87.5% |
| 5Y | -94.7% | +105.4% | -200.1% | -92.1% |
| All | -96.7% | +188.3% | -285.0% | -94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling