-100.0%
SQQQ vs ITOT
+303.4%
-403.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | +0.3% |
| 7D | +1.8% | -0.9% | +2.7% | -1.2% |
| 30D | +4.2% | -1.5% | +5.6% | -0.3% |
| 3M | -3.3% | +3.6% | -6.8% | +14.1% |
| 6M | -43.6% | +13.7% | -57.3% | -3.3% |
| YTD | -41.9% | +12.9% | -54.8% | -0.3% |
| 1Y | -50.6% | +17.2% | -67.8% | -0.2% |
| 3Y | -89.3% | +75.6% | -164.9% | +30.3% |
| 5Y | -94.8% | +75.5% | -170.3% | +26.3% |
| All | -100.0% | +303.4% | -403.4% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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