-36.0%
SQQQ vs JPM
+17.0%
-53.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.2% | -7.0% | -0.1% |
| 7D | +14.6% | +3.8% | +10.8% | +17.4% |
| 30D | +28.9% | +6.5% | +22.4% | +34.2% |
| 3M | +13.1% | -1.0% | +14.1% | +12.2% |
| 6M | -15.2% | +15.5% | -30.8% | -5.8% |
| YTD | -37.0% | +11.4% | -48.4% | -28.6% |
| 1Y | -36.0% | +16.1% | -52.0% | -24.1% |
| All | -36.0% | +17.0% | -53.0% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 1y: compounded portfolio wealth divided by compounded JPM 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…
1y analysis · Full analysis span regression · 6 months rolling