-96.4%
SQQQ vs PATH
-78.6%
-17.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.8% | +8.1% | -3.7% |
| 7D | -4.2% | -22.8% | +18.6% | -15.7% |
| 30D | +2.4% | -6.9% | +9.3% | +0.1% |
| 3M | -5.7% | +25.4% | -31.1% | +9.1% |
| 6M | -46.6% | +18.1% | -64.7% | -39.1% |
| YTD | -42.7% | -14.5% | -28.2% | -44.8% |
| 1Y | -52.6% | +18.7% | -71.3% | -41.6% |
| 3Y | -89.8% | -24.2% | -65.6% | -87.1% |
| 5Y | -94.7% | -75.2% | -19.5% | -92.1% |
| All | -96.4% | -78.6% | -17.8% | -94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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