-100.0%
SQQQ vs KEY
+171.1%
-271.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +4.1% | -1.8% | +5.8% | +2.7% |
| 30D | +4.6% | -3.3% | +7.9% | +2.3% |
| 3M | -10.4% | -0.2% | -10.2% | -9.8% |
| 6M | -42.1% | +12.1% | -54.2% | -35.9% |
| YTD | -40.3% | +8.4% | -48.7% | -35.0% |
| 1Y | -50.2% | +17.6% | -67.8% | -41.8% |
| 3Y | -89.4% | +123.3% | -212.7% | -76.4% |
| 5Y | -94.7% | +39.5% | -134.2% | -89.4% |
| All | -100.0% | +171.1% | -271.0% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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