-100.0%
SQQQ vs EXR
+151.8%
-251.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -1.9% |
| 7D | +1.8% | -1.2% | +3.0% | +0.9% |
| 30D | +4.2% | -6.2% | +10.4% | -1.2% |
| 3M | -3.3% | -7.4% | +4.1% | -10.1% |
| 6M | -43.6% | -0.5% | -43.1% | -43.5% |
| YTD | -41.9% | +8.1% | -50.0% | -37.3% |
| 1Y | -50.6% | -2.9% | -47.8% | -51.5% |
| 3Y | -89.3% | +22.9% | -112.2% | -85.4% |
| 5Y | -94.8% | -10.2% | -84.6% | -93.4% |
| All | -100.0% | +151.8% | -251.8% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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