-100.0%
SQQQ vs KEYS
+1,113.8%
-1,213.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.0% | -6.6% | +2.5% |
| 7D | +1.8% | +3.5% | -1.7% | +6.5% |
| 30D | +4.2% | -4.5% | +8.6% | -1.0% |
| 3M | -3.3% | -0.4% | -2.9% | +2.8% |
| 6M | -43.6% | +19.1% | -62.8% | -21.0% |
| YTD | -41.9% | +66.7% | -108.5% | +29.4% |
| 1Y | -50.6% | +96.5% | -147.1% | +42.1% |
| 3Y | -89.3% | +155.2% | -244.5% | -38.9% |
| 5Y | -94.8% | +88.0% | -182.8% | -69.4% |
| 10Y | -100.0% | +1,046.8% | -1,146.7% | -97.3% |
| All | -100.0% | +1,113.8% | -1,213.8% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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