-94.8%
SQQQ vs GWRE
+15.1%
-109.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.2% |
| 7D | +1.8% | -13.2% | +15.0% | -7.2% |
| 30D | +4.2% | -18.6% | +22.7% | -7.7% |
| 3M | -3.3% | +18.9% | -22.2% | +11.7% |
| 6M | -43.6% | -11.0% | -32.7% | -48.3% |
| YTD | -41.9% | -29.9% | -12.0% | -57.5% |
| 1Y | -50.6% | -44.3% | -6.3% | -71.1% |
| 3Y | -89.3% | +51.7% | -141.0% | -73.7% |
| All | -94.8% | +15.1% | -109.9% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling