-100.0%
SQQQ vs NWSA
+149.4%
-249.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.4% |
| 7D | +1.8% | -2.8% | +4.6% | -1.3% |
| 30D | +4.2% | +3.0% | +1.1% | +7.7% |
| 3M | -3.3% | +12.3% | -15.6% | +8.2% |
| 6M | -43.6% | +21.9% | -65.5% | -30.4% |
| YTD | -41.9% | +13.6% | -55.4% | -33.9% |
| 1Y | -50.6% | +0.5% | -51.1% | -51.2% |
| 3Y | -89.3% | +43.8% | -133.1% | -80.5% |
| 5Y | -94.8% | +41.2% | -136.0% | -86.8% |
| All | -100.0% | +149.4% | -249.3% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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