-94.8%
SQQQ vs JBL
+409.3%
-504.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.0% | -7.6% | +2.8% |
| 7D | +1.8% | +2.4% | -0.6% | +4.7% |
| 30D | +4.2% | -13.1% | +17.3% | -9.4% |
| 3M | -3.3% | -15.6% | +12.3% | -14.4% |
| 6M | -43.6% | +24.6% | -68.2% | -18.5% |
| YTD | -41.9% | +39.6% | -81.5% | -2.7% |
| 1Y | -50.6% | +48.6% | -99.2% | -8.0% |
| 3Y | -89.3% | +197.3% | -286.6% | -34.6% |
| All | -94.8% | +409.3% | -504.1% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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