-100.0%
SQQQ vs P
+684.8%
-784.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.0% | +6.3% | +1.1% |
| 7D | +4.1% | -4.1% | +8.2% | +1.1% |
| 30D | +4.6% | -14.0% | +18.6% | -5.4% |
| 3M | -10.4% | +41.4% | -51.9% | +22.9% |
| 6M | -42.1% | +54.2% | -96.3% | -11.2% |
| YTD | -40.3% | +40.4% | -80.8% | -11.4% |
| 1Y | -50.2% | +16.0% | -66.1% | -32.3% |
| 3Y | -89.4% | +140.7% | -230.1% | -61.7% |
| 5Y | -94.7% | +256.3% | -351.0% | -62.5% |
| All | -100.0% | +684.8% | -784.8% | -99.3% |
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