-100.0%
SQQQ vs MKTX
+1,323.2%
-1,423.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +1.8% | -0.2% | +2.0% | +1.6% |
| 30D | +4.2% | +0.7% | +3.4% | +4.7% |
| 3M | -3.3% | +40.8% | -44.1% | +24.8% |
| 6M | -43.6% | -8.0% | -35.7% | -46.6% |
| YTD | -41.9% | -8.7% | -33.1% | -45.3% |
| 1Y | -50.6% | -11.8% | -38.8% | -55.0% |
| 3Y | -89.3% | -24.0% | -65.3% | -91.0% |
| 5Y | -94.8% | -60.3% | -34.5% | -96.7% |
| 10Y | -100.0% | +5.0% | -104.9% | -99.9% |
| All | -100.0% | +1,323.2% | -1,423.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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