-100.0%
SQQQ vs EXEL
+831.8%
-931.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +1.3% |
| 7D | -2.7% | -0.3% | -2.4% | -2.8% |
| 30D | +2.4% | +10.1% | -7.7% | +6.2% |
| 3M | -8.0% | +10.1% | -18.1% | -4.2% |
| 6M | -43.9% | +37.7% | -81.6% | -35.8% |
| YTD | -42.2% | +33.1% | -75.3% | -34.3% |
| 1Y | -51.8% | +52.4% | -104.2% | -41.8% |
| 3Y | -89.7% | +163.8% | -253.6% | -83.8% |
| 5Y | -94.7% | +198.5% | -293.2% | -90.3% |
| 10Y | -100.0% | +386.9% | -486.9% | -99.9% |
| All | -100.0% | +831.8% | -931.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling