-89.3%
SQQQ vs ISRG
+23.0%
-112.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -0.4% |
| 7D | +1.8% | +0.7% | +1.1% | +2.4% |
| 30D | +4.2% | -8.0% | +12.2% | -3.3% |
| 3M | -3.3% | -10.6% | +7.3% | -12.9% |
| 6M | -43.6% | -25.1% | -18.5% | -57.8% |
| YTD | -41.9% | -34.8% | -7.1% | -62.2% |
| 1Y | -50.6% | -19.0% | -31.6% | -58.3% |
| 3Y | -89.3% | +22.1% | -111.4% | -83.2% |
| All | -89.3% | +23.0% | -112.3% | -83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling