-100.0%
SQQQ vs LOW
+1,116.3%
-1,216.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +2.1% |
| 7D | +4.1% | -2.6% | +6.7% | +0.9% |
| 30D | +4.6% | -11.1% | +15.8% | -9.1% |
| 3M | -10.4% | -8.5% | -1.9% | -19.3% |
| 6M | -42.1% | -20.8% | -21.3% | -55.8% |
| YTD | -40.3% | -17.2% | -23.1% | -51.7% |
| 1Y | -50.2% | -24.7% | -25.5% | -64.3% |
| 3Y | -89.4% | -9.7% | -79.7% | -89.0% |
| 5Y | -94.7% | +6.0% | -100.7% | -90.6% |
| 10Y | -100.0% | +230.5% | -330.4% | -99.5% |
| All | -100.0% | +1,116.3% | -1,216.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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