-100.0%
SQQQ vs NVS
+434.8%
-534.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.3% | -2.9% |
| 7D | +1.8% | -14.3% | +16.1% | -17.5% |
| 30D | +4.2% | -10.0% | +14.1% | -10.2% |
| 3M | -3.3% | -10.9% | +7.6% | -19.2% |
| 6M | -43.6% | -12.0% | -31.7% | -53.3% |
| YTD | -41.9% | +2.5% | -44.4% | -39.7% |
| 1Y | -50.6% | +10.7% | -61.3% | -42.7% |
| 3Y | -89.3% | +53.3% | -142.6% | -79.3% |
| 5Y | -94.8% | +93.6% | -188.4% | -83.2% |
| 10Y | -100.0% | +180.6% | -280.5% | -99.7% |
| All | -100.0% | +434.8% | -534.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling