-100.0%
SQQQ vs NSC
+893.1%
-993.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.6% | -3.7% |
| 7D | +1.8% | -2.8% | +4.6% | -1.6% |
| 30D | +4.2% | -4.5% | +8.7% | -1.5% |
| 3M | -3.3% | +3.5% | -6.8% | +0.5% |
| 6M | -43.6% | +8.5% | -52.2% | -37.9% |
| YTD | -41.9% | +12.3% | -54.2% | -33.1% |
| 1Y | -50.6% | +18.9% | -69.6% | -38.7% |
| 3Y | -89.3% | +74.1% | -163.4% | -74.8% |
| 5Y | -94.8% | +43.9% | -138.7% | -87.9% |
| 10Y | -100.0% | +331.6% | -431.6% | -99.4% |
| All | -100.0% | +893.1% | -993.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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