-100.0%
SQQQ vs EXR
+2,080.1%
-2,180.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | -1.6% |
| 7D | -2.7% | -3.1% | +0.4% | -5.5% |
| 30D | +2.4% | -7.5% | +9.9% | -4.9% |
| 3M | -8.0% | -7.5% | -0.5% | -15.6% |
| 6M | -43.9% | -5.2% | -38.8% | -46.5% |
| YTD | -42.2% | +6.5% | -48.7% | -38.1% |
| 1Y | -51.8% | -2.0% | -49.8% | -52.5% |
| 3Y | -89.7% | +21.5% | -111.3% | -85.8% |
| 5Y | -94.7% | -11.5% | -83.2% | -93.3% |
| 10Y | -100.0% | +148.0% | -248.0% | -99.8% |
| All | -100.0% | +2,080.1% | -2,180.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling