-100.0%
SQQQ vs EXPE
+169.0%
-268.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -1.7% |
| 7D | +1.8% | -5.8% | +7.6% | -2.0% |
| 30D | +4.2% | -13.6% | +17.8% | -5.3% |
| 3M | -3.3% | +25.2% | -28.5% | +12.7% |
| 6M | -43.6% | +22.3% | -66.0% | -34.2% |
| YTD | -41.9% | -0.3% | -41.6% | -39.9% |
| 1Y | -50.6% | +27.8% | -78.4% | -38.0% |
| 3Y | -89.3% | +162.4% | -251.7% | -71.8% |
| 5Y | -94.8% | +95.8% | -190.6% | -84.0% |
| All | -100.0% | +169.0% | -268.9% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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