-36.0%
SQQQ vs NOC
-7.1%
-28.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.8% | -1.2% |
| 7D | +14.6% | -5.0% | +19.5% | +16.6% |
| 30D | +28.9% | +10.3% | +18.5% | +25.0% |
| 3M | +13.1% | -4.3% | +17.4% | +13.9% |
| 6M | -15.2% | -6.5% | -8.7% | -14.9% |
| YTD | -37.0% | -6.7% | -30.2% | -36.4% |
| 1Y | -36.0% | -7.5% | -28.5% | -35.2% |
| All | -36.0% | -7.1% | -28.9% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling