-89.3%
SQQQ vs ITOT
+75.8%
-165.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | +0.5% |
| 7D | +1.8% | -0.9% | +2.7% | -1.5% |
| 30D | +4.2% | -1.5% | +5.6% | -0.8% |
| 3M | -3.3% | +3.6% | -6.8% | +15.6% |
| 6M | -43.6% | +13.7% | -57.3% | +0.5% |
| YTD | -41.9% | +12.9% | -54.8% | +3.5% |
| 1Y | -50.6% | +17.2% | -67.8% | +4.6% |
| 3Y | -89.3% | +75.6% | -164.9% | +49.4% |
| All | -89.3% | +75.8% | -165.1% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling