-82.5%
SQQQ vs GEV
+735.9%
-818.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.2% | -0.1% |
| 7D | +1.8% | +1.6% | +0.2% | +3.1% |
| 30D | +4.2% | -7.9% | +12.1% | -1.0% |
| 3M | -3.3% | +5.6% | -8.9% | +5.4% |
| 6M | -43.6% | +13.1% | -56.7% | -32.8% |
| YTD | -41.9% | +46.7% | -88.6% | -16.1% |
| 1Y | -50.6% | +51.3% | -101.9% | -24.1% |
| All | -82.5% | +735.9% | -818.5% | +0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling