-100.0%
SQQQ vs NEM
+296.8%
-396.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.4% |
| 7D | +1.8% | -1.0% | +2.8% | +1.5% |
| 30D | +4.2% | +7.8% | -3.7% | +7.1% |
| 3M | -3.3% | +30.2% | -33.5% | +7.1% |
| 6M | -43.6% | +9.6% | -53.3% | -39.4% |
| YTD | -41.9% | +27.8% | -69.7% | -33.7% |
| 1Y | -50.6% | +60.7% | -111.3% | -38.8% |
| 3Y | -89.3% | +245.3% | -334.6% | -82.1% |
| 5Y | -94.8% | +155.3% | -250.1% | -91.6% |
| 10Y | -100.0% | +313.2% | -413.1% | -99.9% |
| All | -100.0% | +296.8% | -396.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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