-89.3%
SQQQ vs GNRC
+61.6%
-150.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -0.7% |
| 7D | +1.8% | -0.2% | +2.0% | +1.8% |
| 30D | +4.2% | -15.7% | +19.9% | -6.1% |
| 3M | -3.3% | -27.3% | +24.1% | -17.6% |
| 6M | -43.6% | -12.1% | -31.6% | -43.6% |
| YTD | -41.9% | +37.1% | -79.0% | -21.4% |
| 1Y | -50.6% | -0.5% | -50.2% | -44.6% |
| 3Y | -89.3% | +61.5% | -150.8% | -78.2% |
| All | -89.3% | +61.6% | -150.9% | -78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling