-22.1%
SQQQ vs NVS
+34.0%
-56.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | -1.8% | +21.1% | +19.1% |
| 7D | +31.0% | +0.5% | +30.5% | +30.9% |
| 30D | +55.7% | +15.0% | +40.7% | +56.0% |
| 3M | +31.2% | +4.8% | +26.4% | +30.8% |
| 6M | +5.1% | +11.3% | -6.2% | +8.2% |
| YTD | -24.9% | +21.0% | -45.9% | -18.3% |
| 1Y | -22.1% | +33.0% | -55.0% | -8.5% |
| All | -22.1% | +34.0% | -56.0% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 1y: compounded portfolio wealth divided by compounded NVS 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…
1y analysis · Full analysis span regression · 6 months rolling