-94.8%
SQQQ vs NTAP
+140.4%
-235.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.5% | -11.1% | +6.4% |
| 7D | +1.8% | +7.4% | -5.6% | +10.0% |
| 30D | +4.2% | -1.4% | +5.5% | +3.1% |
| 3M | -3.3% | +24.6% | -27.8% | +25.8% |
| 6M | -43.6% | +105.9% | -149.5% | +36.4% |
| YTD | -41.9% | +88.5% | -130.4% | +28.0% |
| 1Y | -50.6% | +62.1% | -112.7% | -8.4% |
| 3Y | -89.3% | +169.1% | -258.4% | -43.8% |
| All | -94.8% | +140.4% | -235.2% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling