-100.0%
SQQQ vs NVMI
+3,158.6%
-3,258.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -1.0% |
| 7D | +1.8% | -0.1% | +1.9% | +1.8% |
| 30D | +4.2% | -8.4% | +12.6% | -3.4% |
| 3M | -3.3% | -33.6% | +30.3% | -29.1% |
| 6M | -43.6% | -14.7% | -29.0% | -43.0% |
| YTD | -41.9% | +13.2% | -55.1% | -19.3% |
| 1Y | -50.6% | +29.0% | -79.6% | -16.8% |
| 3Y | -89.3% | +215.0% | -304.3% | -26.1% |
| 5Y | -94.8% | +268.6% | -363.4% | -29.5% |
| All | -100.0% | +3,158.6% | -3,258.6% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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