-100.0%
SQQQ vs MOD
+2,002.2%
-2,102.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | +1.8% |
| 7D | -0.9% | +9.6% | -10.5% | +4.0% |
| 30D | -0.3% | 0.0% | -0.3% | +0.4% |
| 3M | +2.7% | -35.4% | +38.1% | -12.6% |
| 6M | -43.8% | -7.3% | -36.6% | -39.5% |
| YTD | -42.9% | +45.8% | -88.7% | -21.1% |
| 1Y | -53.5% | +43.1% | -96.7% | -33.4% |
| 3Y | -89.4% | +297.7% | -387.1% | -63.1% |
| 5Y | -94.7% | +1,478.8% | -1,573.4% | -50.9% |
| 10Y | -100.0% | +1,633.4% | -1,733.4% | -99.4% |
| All | -100.0% | +2,002.2% | -2,102.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling