-100.0%
SQQQ vs EXPD
+324.8%
-424.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.7% | +4.0% |
| 7D | +4.1% | +1.2% | +2.9% | +5.6% |
| 30D | +4.6% | +6.8% | -2.2% | +14.3% |
| 3M | -10.4% | +14.9% | -25.4% | +8.7% |
| 6M | -42.1% | +34.6% | -76.7% | -13.2% |
| YTD | -40.3% | +27.7% | -68.0% | -16.0% |
| 1Y | -50.2% | +57.7% | -107.8% | -5.4% |
| 3Y | -89.4% | +70.9% | -160.3% | -73.4% |
| 5Y | -94.7% | +59.5% | -154.1% | -83.0% |
| All | -100.0% | +324.8% | -424.7% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EXPD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling