-100.0%
SQQQ vs GNRC
+448.8%
-548.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -0.3% |
| 7D | +1.8% | -0.2% | +2.0% | +1.8% |
| 30D | +4.2% | -15.7% | +19.9% | -8.6% |
| 3M | -3.3% | -27.3% | +24.1% | -21.2% |
| 6M | -43.6% | -12.1% | -31.6% | -43.7% |
| YTD | -41.9% | +37.1% | -79.0% | -15.3% |
| 1Y | -50.6% | -0.5% | -50.2% | -42.9% |
| 3Y | -89.3% | +61.5% | -150.8% | -76.4% |
| 5Y | -94.8% | -58.6% | -36.2% | -94.5% |
| All | -100.0% | +448.8% | -548.8% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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