-100.0%
SQQQ vs GAP
+76.9%
-176.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.4% | -1.3% |
| 7D | -2.7% | -3.2% | +0.5% | -4.1% |
| 30D | +2.4% | -0.7% | +3.1% | +2.3% |
| 3M | -8.0% | -0.5% | -7.5% | -7.6% |
| 6M | -43.9% | -5.0% | -39.0% | -44.1% |
| YTD | -42.2% | -14.7% | -27.6% | -44.5% |
| 1Y | -51.8% | -8.6% | -43.1% | -51.2% |
| 3Y | -89.7% | +108.4% | -198.1% | -80.2% |
| 5Y | -94.7% | +5.8% | -100.5% | -90.0% |
| 10Y | -100.0% | +29.6% | -129.6% | -99.9% |
| All | -100.0% | +76.9% | -176.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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