-89.3%
SQQQ vs NWSA
+43.3%
-132.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.4% |
| 7D | +1.8% | -2.8% | +4.6% | -0.8% |
| 30D | +4.2% | +3.0% | +1.1% | +7.1% |
| 3M | -3.3% | +12.3% | -15.6% | +6.5% |
| 6M | -43.6% | +21.9% | -65.5% | -31.1% |
| YTD | -41.9% | +13.6% | -55.4% | -35.4% |
| 1Y | -50.6% | +0.5% | -51.1% | -54.1% |
| 3Y | -89.3% | +43.8% | -133.1% | -80.6% |
| All | -89.3% | +43.3% | -132.6% | -80.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling