-100.0%
SQQQ vs M
+163.1%
-263.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +4.5% |
| 7D | -11.0% | +7.0% | -18.0% | -7.7% |
| 30D | +17.9% | +8.9% | +9.0% | +24.1% |
| 3M | +19.5% | +4.5% | +15.0% | +23.8% |
| 6M | +4.2% | +36.2% | -32.0% | +24.5% |
| YTD | -35.6% | +15.1% | -50.7% | -27.7% |
| 1Y | -37.7% | +27.4% | -65.1% | -26.2% |
| 3Y | -88.0% | +160.1% | -248.2% | -75.7% |
| 5Y | -93.1% | -1.6% | -91.6% | -88.0% |
| 10Y | -100.0% | -7.7% | -92.3% | -99.9% |
| All | -100.0% | +163.1% | -263.1% | -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