-100.0%
SQQQ vs GWW
+570.2%
-670.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -1.9% |
| 7D | +1.8% | -3.4% | +5.2% | -1.7% |
| 30D | +4.2% | -1.9% | +6.1% | +2.2% |
| 3M | -3.3% | -2.4% | -0.9% | -5.5% |
| 6M | -43.6% | +15.7% | -59.4% | -33.3% |
| YTD | -41.9% | +27.6% | -69.5% | -23.2% |
| 1Y | -50.6% | +27.2% | -77.8% | -34.7% |
| 3Y | -89.3% | +89.7% | -179.0% | -75.1% |
| 5Y | -94.8% | +223.9% | -318.7% | -74.0% |
| All | -100.0% | +570.2% | -670.1% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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