-100.0%
SQQQ vs JCI
+1,183.9%
-1,283.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | -0.5% |
| 7D | -2.7% | +4.1% | -6.8% | +2.7% |
| 30D | +2.4% | -3.8% | +6.2% | -2.7% |
| 3M | -8.0% | -1.6% | -6.4% | -6.2% |
| 6M | -43.9% | +9.5% | -53.5% | -32.3% |
| YTD | -42.2% | +21.7% | -64.0% | -19.6% |
| 1Y | -51.8% | +37.1% | -88.9% | -19.7% |
| 3Y | -89.7% | +165.2% | -254.9% | -45.4% |
| 5Y | -94.7% | +110.3% | -205.0% | -71.1% |
| 10Y | -100.0% | +341.0% | -441.0% | -99.2% |
| All | -100.0% | +1,183.9% | -1,283.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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