-100.0%
SQQQ vs GS
+804.2%
-904.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.3% |
| 7D | -0.9% | +0.9% | -1.9% | +0.5% |
| 30D | -0.3% | -1.6% | +1.3% | -1.8% |
| 3M | +2.7% | -4.5% | +7.2% | +1.9% |
| 6M | -43.8% | +20.9% | -64.7% | -22.2% |
| YTD | -42.9% | +19.9% | -62.8% | -20.4% |
| 1Y | -53.5% | +41.4% | -94.9% | -18.1% |
| 3Y | -89.4% | +239.2% | -328.6% | -24.5% |
| 5Y | -94.7% | +185.0% | -279.7% | -58.5% |
| 10Y | -100.0% | +655.0% | -754.9% | -98.1% |
| All | -100.0% | +804.2% | -904.2% | -99.9% |
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