-100.0%
SQQQ vs NYT
+614.1%
-714.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.0% | -2.2% |
| 7D | +1.8% | -0.6% | +2.4% | +1.4% |
| 30D | +4.2% | +4.6% | -0.4% | +7.8% |
| 3M | -3.3% | -9.6% | +6.3% | -10.9% |
| 6M | -43.6% | -14.0% | -29.6% | -49.9% |
| YTD | -41.9% | -2.8% | -39.0% | -42.7% |
| 1Y | -50.6% | +15.6% | -66.2% | -44.1% |
| 3Y | -89.3% | +56.3% | -145.6% | -82.8% |
| 5Y | -94.8% | +39.5% | -134.3% | -90.2% |
| 10Y | -100.0% | +488.0% | -588.0% | -99.7% |
| All | -100.0% | +614.1% | -714.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling