-36.0%
SQQQ vs MA
+24.3%
-60.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.9% | -6.7% | -3.2% |
| 7D | +14.6% | +10.2% | +4.3% | +13.3% |
| 30D | +28.9% | +19.3% | +9.5% | +27.3% |
| 3M | +13.1% | +18.0% | -4.8% | +11.9% |
| 6M | -15.2% | +33.7% | -48.9% | -16.7% |
| YTD | -37.0% | +18.6% | -55.6% | -40.5% |
| 1Y | -36.0% | +22.5% | -58.4% | -39.2% |
| All | -36.0% | +24.3% | -60.2% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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