-100.0%
SQQQ vs GS
+706.9%
-806.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.8% | -8.7% | -4.6% |
| 7D | -2.4% | -0.1% | -2.3% | -0.5% |
| 30D | +20.6% | +3.7% | +16.9% | +30.3% |
| 3M | +7.8% | -10.0% | +17.8% | -1.7% |
| 6M | -1.0% | -1.0% | 0.0% | +7.3% |
| YTD | -38.5% | +7.0% | -45.5% | -23.0% |
| 1Y | -36.6% | +16.6% | -53.2% | -10.2% |
| 3Y | -88.5% | +204.4% | -292.9% | -26.8% |
| 5Y | -93.7% | +160.0% | -253.7% | -54.9% |
| 10Y | -100.0% | +458.9% | -558.8% | -98.6% |
| All | -100.0% | +706.9% | -806.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling