-100.0%
SQQQ vs ISRG
+391.9%
-491.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | +0.6% |
| 7D | +1.8% | +0.7% | +1.1% | +2.6% |
| 30D | +4.2% | -8.0% | +12.2% | -6.7% |
| 3M | -3.3% | -10.6% | +7.3% | -17.3% |
| 6M | -43.6% | -25.1% | -18.5% | -61.9% |
| YTD | -41.9% | -34.8% | -7.1% | -67.2% |
| 1Y | -50.6% | -19.0% | -31.6% | -61.8% |
| 3Y | -89.3% | +22.1% | -111.4% | -79.5% |
| 5Y | -94.8% | +8.2% | -103.0% | -85.8% |
| All | -100.0% | +391.9% | -491.9% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 ISRG 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