-94.8%
SQQQ vs JPM
+154.7%
-249.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.3% | -1.6% |
| 7D | +1.8% | -0.7% | +2.5% | +0.9% |
| 30D | +4.2% | -2.5% | +6.6% | +0.7% |
| 3M | -3.3% | +14.1% | -17.4% | +16.2% |
| 6M | -43.6% | +25.1% | -68.7% | -21.8% |
| YTD | -41.9% | +12.1% | -54.0% | -30.2% |
| 1Y | -50.6% | +18.8% | -69.4% | -34.8% |
| 3Y | -89.3% | +163.4% | -252.7% | -43.8% |
| All | -94.8% | +154.7% | -249.5% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling