-53.5%
SQQQ vs GEV
+62.5%
-116.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.9% | +3.3% | -4.2% | +1.1% |
| 30D | -0.3% | -7.5% | +7.2% | -4.4% |
| 3M | +2.7% | -2.2% | +4.9% | +6.2% |
| 6M | -43.8% | +12.1% | -55.9% | -35.6% |
| YTD | -42.9% | +44.4% | -87.3% | -26.3% |
| 1Y | -53.5% | +57.7% | -111.2% | -36.0% |
| All | -53.5% | +62.5% | -116.1% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 1y: compounded portfolio wealth divided by compounded GEV 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…
1y analysis · Full analysis span regression · 6 months rolling