-22.1%
SQQQ vs NYT
+11.3%
-33.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | -1.4% | +20.6% | +19.3% |
| 7D | +31.0% | -5.5% | +36.5% | +31.8% |
| 30D | +55.7% | +2.7% | +53.0% | +55.4% |
| 3M | +31.2% | +0.5% | +30.7% | +31.6% |
| 6M | +5.1% | -14.6% | +19.6% | +5.1% |
| YTD | -24.9% | -4.4% | -20.5% | -26.6% |
| 1Y | -22.1% | +15.2% | -37.3% | -33.3% |
| All | -22.1% | +11.3% | -33.4% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling