-95.9%
SQQQ vs PATH
-80.4%
-15.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.2% |
| 7D | +1.9% | -2.3% | +4.2% | +1.1% |
| 30D | +32.2% | -4.8% | +37.0% | +30.1% |
| 3M | +17.1% | -17.7% | +34.8% | +8.5% |
| 6M | +5.4% | +18.9% | -13.5% | +21.1% |
| YTD | -33.9% | -21.7% | -12.2% | -38.5% |
| 1Y | -31.3% | -9.6% | -21.7% | -29.4% |
| 3Y | -87.6% | -25.8% | -61.8% | -84.6% |
| 5Y | -93.3% | -77.1% | -16.2% | -90.4% |
| All | -95.9% | -80.4% | -15.5% | -94.2% |
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