-89.8%
SQQQ vs EXPD
+66.3%
-156.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | -0.8% |
| 7D | -4.2% | -0.9% | -3.2% | -4.8% |
| 30D | +2.4% | +4.1% | -1.6% | +5.7% |
| 3M | -5.7% | +13.8% | -19.4% | +4.6% |
| 6M | -46.6% | +27.3% | -73.9% | -35.4% |
| YTD | -42.7% | +25.4% | -68.2% | -30.4% |
| 1Y | -52.6% | +54.4% | -107.0% | -30.2% |
| 3Y | -89.8% | +67.9% | -157.7% | -79.1% |
| All | -89.8% | +66.3% | -156.1% | -79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling