-100.0%
SQQQ vs LYB
+624.6%
-724.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.6% | -3.3% |
| 7D | +1.8% | +0.3% | +1.5% | +2.0% |
| 30D | +4.2% | +2.5% | +1.7% | +6.0% |
| 3M | -3.3% | +1.4% | -4.7% | -3.3% |
| 6M | -43.6% | -3.5% | -40.2% | -46.9% |
| YTD | -41.9% | +52.0% | -93.9% | -18.8% |
| 1Y | -50.6% | +22.1% | -72.7% | -42.1% |
| 3Y | -89.3% | -22.8% | -66.5% | -90.1% |
| 5Y | -94.8% | -3.4% | -91.4% | -93.0% |
| 10Y | -100.0% | +47.4% | -147.3% | -99.9% |
| All | -100.0% | +624.6% | -724.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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