-100.0%
SQQQ vs ISRG
+882.4%
-982.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.9% | -4.8% |
| 7D | -4.2% | -5.2% | +1.0% | -9.8% |
| 30D | +2.4% | -7.6% | +10.0% | -6.3% |
| 3M | -5.7% | -16.4% | +10.7% | -23.0% |
| 6M | -46.6% | -28.6% | -18.0% | -63.4% |
| YTD | -42.7% | -38.2% | -4.5% | -66.4% |
| 1Y | -52.6% | -25.5% | -27.1% | -64.9% |
| 3Y | -89.8% | +17.4% | -107.2% | -82.8% |
| 5Y | -94.7% | -3.0% | -91.7% | -88.4% |
| 10Y | -100.0% | +356.0% | -455.9% | -99.3% |
| All | -100.0% | +882.4% | -982.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling