-100.0%
SQQQ vs NEM
+294.7%
-394.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.0% | +5.3% | +2.6% |
| 7D | +4.1% | -3.3% | +7.4% | +3.0% |
| 30D | +4.6% | +7.8% | -3.2% | +7.6% |
| 3M | -10.4% | +36.3% | -46.7% | +0.8% |
| 6M | -42.1% | +6.6% | -48.7% | -38.3% |
| YTD | -40.3% | +27.1% | -67.5% | -32.1% |
| 1Y | -50.2% | +62.3% | -112.5% | -38.0% |
| 3Y | -89.4% | +245.1% | -334.5% | -82.3% |
| 5Y | -94.7% | +154.0% | -248.7% | -91.4% |
| 10Y | -100.0% | +311.0% | -410.9% | -99.9% |
| All | -100.0% | +294.7% | -394.7% | -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