-100.0%
SQQQ vs EXPD
+606.0%
-706.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | +0.8% |
| 7D | -0.9% | -1.1% | +0.2% | -2.4% |
| 30D | -0.3% | +4.1% | -4.4% | +5.5% |
| 3M | +2.7% | +17.9% | -15.2% | +29.4% |
| 6M | -43.8% | +29.2% | -73.1% | -20.0% |
| YTD | -42.9% | +27.4% | -70.3% | -19.6% |
| 1Y | -53.5% | +56.8% | -110.4% | -12.5% |
| 3Y | -89.4% | +68.0% | -157.5% | -74.4% |
| 5Y | -94.7% | +61.9% | -156.5% | -83.0% |
| 10Y | -100.0% | +316.0% | -416.0% | -99.3% |
| All | -100.0% | +606.0% | -706.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling