-82.1%
SQQQ vs GEV
+706.8%
-788.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.9% | +6.1% | +1.3% |
| 7D | +4.1% | -1.9% | +6.0% | +2.8% |
| 30D | +4.6% | -8.7% | +13.3% | -1.1% |
| 3M | -10.4% | +6.6% | -17.0% | -1.5% |
| 6M | -42.1% | +10.2% | -52.3% | -32.2% |
| YTD | -40.3% | +41.6% | -82.0% | -16.0% |
| 1Y | -50.2% | +43.9% | -94.1% | -26.2% |
| All | -82.1% | +706.8% | -788.9% | +0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling