-100.0%
SQQQ vs EXEL
+375.2%
-475.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -3.7% |
| 7D | +1.8% | -4.9% | +6.7% | -0.6% |
| 30D | +4.2% | +11.4% | -7.2% | +9.7% |
| 3M | -3.3% | +4.9% | -8.2% | -0.6% |
| 6M | -43.6% | +34.4% | -78.1% | -33.7% |
| YTD | -41.9% | +28.0% | -69.9% | -32.7% |
| 1Y | -50.6% | +43.6% | -94.3% | -39.0% |
| 3Y | -89.3% | +155.2% | -244.5% | -80.9% |
| 5Y | -94.8% | +181.2% | -276.0% | -88.7% |
| All | -100.0% | +375.2% | -475.2% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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