-100.0%
SQQQ vs M
-10.0%
-90.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.7% | +8.0% | +1.4% |
| 7D | +4.1% | -8.8% | +12.8% | +0.5% |
| 30D | +4.6% | -16.4% | +21.0% | -2.4% |
| 3M | -10.4% | -10.8% | +0.4% | -13.4% |
| 6M | -42.1% | +16.1% | -58.2% | -37.1% |
| YTD | -40.3% | -5.3% | -35.1% | -39.7% |
| 1Y | -50.2% | +24.9% | -75.1% | -42.9% |
| 3Y | -89.4% | +97.5% | -186.9% | -82.7% |
| 5Y | -94.7% | +20.4% | -115.0% | -91.0% |
| All | -100.0% | -10.0% | -90.0% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling