-100.0%
SQQQ vs IT
+693.7%
-793.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | -0.8% |
| 7D | -2.7% | -9.1% | +6.4% | -11.1% |
| 30D | +2.4% | -12.2% | +14.6% | -9.5% |
| 3M | -8.0% | +7.8% | -15.8% | -4.6% |
| 6M | -43.9% | +2.0% | -45.9% | -45.8% |
| YTD | -42.2% | -32.7% | -9.5% | -64.4% |
| 1Y | -51.8% | -31.1% | -20.7% | -69.2% |
| 3Y | -89.7% | -52.1% | -37.7% | -94.9% |
| 5Y | -94.7% | -46.3% | -48.4% | -95.5% |
| 10Y | -100.0% | +91.4% | -191.3% | -99.8% |
| All | -100.0% | +693.7% | -793.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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