-100.0%
SQQQ vs GM
+240.0%
-340.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -3.1% |
| 7D | +1.8% | -2.4% | +4.2% | -0.3% |
| 30D | +4.2% | -1.1% | +5.3% | +3.3% |
| 3M | -3.3% | +6.1% | -9.4% | +2.8% |
| 6M | -43.6% | +15.0% | -58.6% | -34.1% |
| YTD | -41.9% | +6.0% | -47.9% | -35.8% |
| 1Y | -50.6% | +47.1% | -97.7% | -27.3% |
| 3Y | -89.3% | +170.5% | -259.8% | -68.5% |
| 5Y | -94.8% | +80.5% | -175.3% | -84.4% |
| All | -100.0% | +240.0% | -340.0% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 10y: compounded portfolio wealth divided by compounded GM 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…
10y analysis · Full analysis span regression · 6 months rolling