-100.0%
SQQQ vs NTAP
+720.9%
-820.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | -1.4% |
| 7D | -2.7% | +2.2% | -4.9% | -0.5% |
| 30D | +2.4% | -7.0% | +9.4% | -4.4% |
| 3M | -8.0% | +12.3% | -20.3% | +5.9% |
| 6M | -43.9% | +85.1% | -129.1% | +9.8% |
| YTD | -42.2% | +74.8% | -117.0% | +8.6% |
| 1Y | -51.8% | +52.7% | -104.5% | -19.2% |
| 3Y | -89.7% | +147.7% | -237.4% | -62.9% |
| 5Y | -94.7% | +124.8% | -219.5% | -76.5% |
| 10Y | -100.0% | +589.7% | -689.7% | -99.2% |
| All | -100.0% | +720.9% | -820.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling