-100.0%
SQQQ vs GWRE
+131.0%
-230.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.1% |
| 7D | +1.8% | -13.2% | +15.0% | -9.9% |
| 30D | +4.2% | -18.6% | +22.7% | -11.8% |
| 3M | -3.3% | +18.9% | -22.2% | +13.4% |
| 6M | -43.6% | -11.0% | -32.7% | -49.9% |
| YTD | -41.9% | -29.9% | -12.0% | -60.0% |
| 1Y | -50.6% | -44.3% | -6.3% | -73.4% |
| 3Y | -89.3% | +51.7% | -141.0% | -75.8% |
| 5Y | -94.8% | +15.4% | -110.2% | -86.6% |
| All | -100.0% | +131.0% | -230.9% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling