-100.0%
SQQQ vs M
+137.1%
-237.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | -0.9% |
| 7D | -4.2% | +2.4% | -6.5% | -3.0% |
| 30D | +2.4% | -11.6% | +14.0% | -3.3% |
| 3M | -5.7% | +1.6% | -7.3% | -3.9% |
| 6M | -46.6% | +25.2% | -71.8% | -39.1% |
| YTD | -42.7% | +3.8% | -46.5% | -39.6% |
| 1Y | -52.6% | +36.3% | -88.9% | -42.1% |
| 3Y | -89.8% | +116.3% | -206.2% | -81.1% |
| 5Y | -94.7% | +28.2% | -122.9% | -89.7% |
| 10Y | -100.0% | -3.4% | -96.6% | -99.9% |
| All | -100.0% | +137.1% | -237.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling