-94.7%
SQQQ vs GS
+185.9%
-280.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.1% |
| 7D | -4.2% | +3.4% | -7.5% | +0.7% |
| 30D | +2.4% | +0.2% | +2.2% | +3.1% |
| 3M | -5.7% | -0.3% | -5.3% | -1.8% |
| 6M | -46.6% | +27.4% | -73.9% | -17.1% |
| YTD | -42.7% | +19.6% | -62.4% | -17.3% |
| 1Y | -52.6% | +42.5% | -95.1% | -8.6% |
| 3Y | -89.8% | +240.4% | -330.3% | +4.7% |
| 5Y | -94.7% | +188.9% | -283.6% | -30.8% |
| All | -94.7% | +185.9% | -280.6% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling