-100.0%
SQQQ vs MA
+2,688.0%
-2,788.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -2.1% |
| 7D | -0.9% | -2.7% | +1.8% | -4.8% |
| 30D | -0.3% | +1.5% | -1.8% | +1.5% |
| 3M | +2.7% | +20.4% | -17.7% | +32.9% |
| 6M | -43.8% | +11.1% | -55.0% | -35.7% |
| YTD | -42.9% | +2.0% | -44.9% | -42.6% |
| 1Y | -53.5% | -2.2% | -51.4% | -56.2% |
| 3Y | -89.4% | +41.9% | -131.3% | -78.7% |
| 5Y | -94.7% | +75.4% | -170.0% | -78.0% |
| 10Y | -100.0% | +527.5% | -627.5% | -97.9% |
| All | -100.0% | +2,688.0% | -2,788.0% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling