-100.0%
SQQQ vs KWEB
-19.7%
-80.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.2% | -2.0% |
| 7D | +1.8% | -5.6% | +7.4% | -2.9% |
| 30D | +4.2% | -10.7% | +14.8% | -5.2% |
| 3M | -3.3% | -7.4% | +4.1% | -8.6% |
| 6M | -43.6% | -19.3% | -24.3% | -51.4% |
| YTD | -41.9% | -27.8% | -14.1% | -53.7% |
| 1Y | -50.6% | -35.9% | -14.7% | -63.7% |
| 3Y | -89.3% | -1.9% | -87.4% | -86.8% |
| 5Y | -94.8% | -43.2% | -51.6% | -95.2% |
| All | -100.0% | -19.7% | -80.2% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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