-50.6%
SQQQ vs M
+34.0%
-84.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.7% | -10.3% | +0.5% |
| 7D | +1.8% | -4.2% | +6.0% | +0.3% |
| 30D | +4.2% | -7.2% | +11.3% | +1.4% |
| 3M | -3.3% | -11.1% | +7.9% | -6.9% |
| 6M | -43.6% | +28.8% | -72.4% | -35.9% |
| YTD | -41.9% | +2.0% | -43.9% | -38.4% |
| 1Y | -50.6% | +31.3% | -81.9% | -38.0% |
| All | -50.6% | +34.0% | -84.7% | -38.0% |
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