-100.0%
SQQQ vs MET
+409.8%
-509.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +1.1% |
| 7D | -2.7% | -0.8% | -1.9% | -3.4% |
| 30D | +2.4% | -1.4% | +3.8% | +1.0% |
| 3M | -8.0% | +12.5% | -20.5% | +4.3% |
| 6M | -43.9% | +37.1% | -81.0% | -19.2% |
| YTD | -42.2% | +23.8% | -66.0% | -25.3% |
| 1Y | -51.8% | +24.1% | -75.9% | -36.9% |
| 3Y | -89.7% | +65.2% | -154.9% | -77.6% |
| 5Y | -94.7% | +82.3% | -177.0% | -84.2% |
| 10Y | -100.0% | +241.6% | -341.5% | -99.6% |
| All | -100.0% | +409.8% | -509.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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