-94.7%
SQQQ vs MA
+64.1%
-158.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.6% | +2.7% |
| 7D | +4.1% | -3.5% | +7.5% | -1.4% |
| 30D | +4.6% | +0.7% | +3.9% | +5.4% |
| 3M | -10.4% | +15.8% | -26.2% | +11.0% |
| 6M | -42.1% | +10.2% | -52.3% | -34.4% |
| YTD | -40.3% | -0.5% | -39.9% | -43.5% |
| 1Y | -50.2% | -1.8% | -48.4% | -54.2% |
| 3Y | -89.4% | +38.7% | -128.1% | -77.1% |
| 5Y | -94.7% | +67.6% | -162.3% | -74.9% |
| All | -94.7% | +64.1% | -158.7% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling