-93.1%
SQQQ vs M
-3.3%
-89.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +4.6% |
| 7D | -11.0% | +7.0% | -18.0% | -6.9% |
| 30D | +17.9% | +8.9% | +9.0% | +25.3% |
| 3M | +19.5% | +4.5% | +15.0% | +24.6% |
| 6M | +4.2% | +36.2% | -32.0% | +29.3% |
| YTD | -35.6% | +15.1% | -50.7% | -26.2% |
| 1Y | -37.7% | +27.4% | -65.1% | -23.6% |
| 3Y | -88.0% | +160.1% | -248.2% | -69.9% |
| All | -93.1% | -3.3% | -89.9% | -86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling