-89.3%
SQQQ vs NTAP
+165.5%
-254.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.5% | -11.1% | +4.3% |
| 7D | +1.8% | +7.4% | -5.6% | +8.1% |
| 30D | +4.2% | -1.4% | +5.5% | +3.5% |
| 3M | -3.3% | +24.6% | -27.8% | +19.0% |
| 6M | -43.6% | +105.9% | -149.5% | +14.1% |
| YTD | -41.9% | +88.5% | -130.4% | +9.4% |
| 1Y | -50.6% | +62.1% | -112.7% | -18.9% |
| 3Y | -89.3% | +169.1% | -258.4% | -65.5% |
| All | -89.3% | +165.5% | -254.8% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 3y: compounded portfolio wealth divided by compounded NTAP 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…
3y analysis · Full analysis span regression · 6 months rolling