-100.0%
SQQQ vs NWSA
+120.6%
-220.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.0% | +2.4% |
| 7D | +4.1% | -4.8% | +8.8% | -1.3% |
| 30D | +4.6% | +3.0% | +1.6% | +8.0% |
| 3M | -10.4% | +9.3% | -19.7% | -3.3% |
| 6M | -42.1% | +23.2% | -65.3% | -27.9% |
| YTD | -40.3% | +13.3% | -53.7% | -32.3% |
| 1Y | -50.2% | +2.9% | -53.1% | -49.2% |
| 3Y | -89.4% | +43.3% | -132.7% | -81.0% |
| 5Y | -94.7% | +40.9% | -135.5% | -86.7% |
| 10Y | -100.0% | +148.1% | -248.1% | -99.7% |
| All | -100.0% | +120.6% | -220.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling