-36.0%
SQQQ vs GS
+21.8%
-57.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.6% | -6.3% | +1.2% |
| 7D | +14.6% | +0.3% | +14.2% | +15.4% |
| 30D | +28.9% | +3.9% | +25.0% | +35.7% |
| 3M | +13.1% | -11.4% | +24.6% | +1.1% |
| 6M | -15.2% | +3.7% | -18.9% | -6.0% |
| YTD | -37.0% | +7.1% | -44.1% | -22.7% |
| 1Y | -36.0% | +19.7% | -55.6% | -8.1% |
| All | -36.0% | +21.8% | -57.7% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 1y: compounded portfolio wealth divided by compounded GS 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…
1y analysis · Full analysis span regression · 6 months rolling