-100.0%
SQQQ vs JPM
+600.5%
-700.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.3% | -1.6% |
| 7D | +1.8% | -0.7% | +2.5% | +1.0% |
| 30D | +4.2% | -2.5% | +6.6% | +1.0% |
| 3M | -3.3% | +14.1% | -17.4% | +14.5% |
| 6M | -43.6% | +25.1% | -68.7% | -24.0% |
| YTD | -41.9% | +12.1% | -54.0% | -31.1% |
| 1Y | -50.6% | +18.8% | -69.4% | -36.2% |
| 3Y | -89.3% | +163.4% | -252.7% | -54.7% |
| 5Y | -94.8% | +156.5% | -251.3% | -71.9% |
| All | -100.0% | +600.5% | -700.4% | -99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling