-53.5%
SQQQ vs M
+46.1%
-99.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | +0.6% |
| 7D | -0.9% | +4.7% | -5.7% | +0.9% |
| 30D | -0.3% | -9.6% | +9.4% | -4.3% |
| 3M | +2.7% | +0.9% | +1.9% | +4.7% |
| 6M | -43.8% | +22.3% | -66.1% | -37.4% |
| YTD | -42.9% | +6.5% | -49.4% | -38.7% |
| 1Y | -53.5% | +38.8% | -92.3% | -41.3% |
| All | -53.5% | +46.1% | -99.7% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling