-1.0%
SQQQ vs MOD
-61.4%
+60.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.5% | -10.4% | -4.9% |
| 7D | -2.4% | +8.2% | -10.7% | +4.1% |
| 30D | +20.6% | -38.2% | +58.7% | -4.9% |
| 3M | +7.8% | -46.2% | +54.0% | -20.2% |
| 6M | -1.0% | -62.5% | +61.5% | -37.3% |
| All | -1.0% | -61.4% | +60.4% | -37.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling