-90.4%
SQQQ vs NVD
-99.1%
+8.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.8% | -2.7% |
| 7D | +1.8% | +10.8% | -9.0% | -3.2% |
| 30D | +4.2% | +0.8% | +3.4% | +2.4% |
| 3M | -3.3% | -20.8% | +17.6% | +6.7% |
| 6M | -43.6% | -41.2% | -2.5% | -29.1% |
| YTD | -41.9% | -44.2% | +2.3% | -26.0% |
| 1Y | -50.6% | -54.2% | +3.5% | -32.3% |
| 3Y | -89.3% | -99.1% | +9.8% | -16.7% |
| All | -90.4% | -99.1% | +8.7% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 10y: compounded portfolio wealth divided by compounded NVD 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…
10y analysis · Full analysis span regression · 6 months rolling