-100.0%
SQQQ vs EXPD
+322.5%
-422.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +2.5% |
| 7D | -2.7% | +1.2% | -3.8% | -1.2% |
| 30D | +2.4% | +5.2% | -2.8% | +9.7% |
| 3M | -8.0% | +13.2% | -21.2% | +9.5% |
| 6M | -43.9% | +30.3% | -74.3% | -19.5% |
| YTD | -42.2% | +27.0% | -69.2% | -19.2% |
| 1Y | -51.8% | +57.3% | -109.1% | -8.7% |
| 3Y | -89.7% | +70.0% | -159.7% | -74.4% |
| 5Y | -94.7% | +61.6% | -156.3% | -82.8% |
| All | -100.0% | +322.5% | -422.5% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling