-100.0%
SQQQ vs P
+652.0%
-752.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.9% | +5.7% | +2.3% |
| 7D | -11.0% | +11.6% | -22.6% | -2.8% |
| 30D | +17.9% | -23.7% | +41.6% | +3.0% |
| 3M | +19.5% | -8.0% | +27.5% | +22.5% |
| 6M | +4.2% | +27.9% | -23.7% | +47.3% |
| YTD | -35.6% | +61.2% | -96.8% | +15.0% |
| 1Y | -37.7% | +28.6% | -66.3% | -3.4% |
| 3Y | -88.0% | +200.5% | -288.5% | -44.8% |
| 5Y | -93.1% | +282.9% | -376.1% | -44.4% |
| All | -100.0% | +652.0% | -752.0% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling