-100.0%
SQQQ vs NLY
+150.1%
-250.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -3.0% |
| 7D | +1.8% | -4.0% | +5.8% | -1.9% |
| 30D | +4.2% | -5.2% | +9.4% | -0.7% |
| 3M | -3.3% | +2.8% | -6.1% | -0.1% |
| 6M | -43.6% | +4.2% | -47.9% | -39.9% |
| YTD | -41.9% | +4.7% | -46.5% | -37.5% |
| 1Y | -50.6% | +12.7% | -63.4% | -43.0% |
| 3Y | -89.3% | +62.5% | -151.8% | -80.3% |
| 5Y | -94.8% | +26.3% | -121.1% | -90.2% |
| 10Y | -100.0% | +81.0% | -180.9% | -99.9% |
| All | -100.0% | +150.1% | -250.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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