-94.7%
SQQQ vs ISRG
+0.3%
-94.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.0% | +1.2% | +5.7% |
| 7D | +4.1% | -2.5% | +6.6% | +0.9% |
| 30D | +4.6% | -10.2% | +14.8% | -7.8% |
| 3M | -10.4% | -12.5% | +2.1% | -24.1% |
| 6M | -42.1% | -25.8% | -16.3% | -60.0% |
| YTD | -40.3% | -36.4% | -4.0% | -65.9% |
| 1Y | -50.2% | -19.9% | -30.3% | -60.8% |
| 3Y | -89.4% | +20.9% | -110.3% | -79.6% |
| 5Y | -94.7% | +5.7% | -100.3% | -84.1% |
| All | -94.7% | +0.3% | -94.9% | -84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling