-89.8%
SQQQ vs MOD
+312.9%
-402.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | -0.3% |
| 7D | -4.2% | +6.3% | -10.5% | -0.8% |
| 30D | +2.4% | -1.7% | +4.1% | +2.2% |
| 3M | -5.7% | -30.1% | +24.4% | -17.4% |
| 6M | -46.6% | +2.7% | -49.3% | -39.6% |
| YTD | -42.7% | +44.1% | -86.8% | -20.7% |
| 1Y | -52.6% | +38.7% | -91.3% | -32.5% |
| 3Y | -89.8% | +309.8% | -399.6% | -58.5% |
| All | -89.8% | +312.9% | -402.8% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 3y: compounded portfolio wealth divided by compounded MOD 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…
3y analysis · Full analysis span regression · 6 months rolling