-94.8%
SQQQ vs NWSA
+40.0%
-134.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.3% |
| 7D | +1.8% | -2.8% | +4.6% | -1.6% |
| 30D | +4.2% | +3.0% | +1.1% | +8.1% |
| 3M | -3.3% | +12.3% | -15.6% | +9.4% |
| 6M | -43.6% | +21.9% | -65.5% | -28.5% |
| YTD | -41.9% | +13.6% | -55.4% | -33.4% |
| 1Y | -50.6% | +0.5% | -51.1% | -52.7% |
| 3Y | -89.3% | +43.8% | -133.1% | -78.5% |
| All | -94.8% | +40.0% | -134.8% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling