-100.0%
SQQQ vs NOC
+1,269.7%
-1,369.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +0.3% |
| 7D | -2.7% | -1.6% | -1.1% | -4.1% |
| 30D | +2.4% | -10.4% | +12.8% | -7.3% |
| 3M | -8.0% | -5.6% | -2.4% | -13.5% |
| 6M | -43.9% | -30.4% | -13.5% | -60.7% |
| YTD | -42.2% | -8.5% | -33.7% | -47.2% |
| 1Y | -51.8% | -8.3% | -43.5% | -55.8% |
| 3Y | -89.7% | +28.2% | -118.0% | -86.7% |
| 5Y | -94.7% | +56.7% | -151.4% | -90.5% |
| 10Y | -100.0% | +189.3% | -289.3% | -99.8% |
| All | -100.0% | +1,269.7% | -1,369.7% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling