-93.1%
SQQQ vs PATH
-75.6%
-17.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +4.4% |
| 7D | -11.0% | +2.1% | -13.1% | -9.9% |
| 30D | +17.9% | +1.6% | +16.3% | +20.1% |
| 3M | +19.5% | -20.4% | +39.9% | +8.0% |
| 6M | +4.2% | +40.1% | -35.9% | +32.3% |
| YTD | -35.6% | -19.0% | -16.6% | -39.4% |
| 1Y | -37.7% | -5.8% | -31.9% | -34.5% |
| 3Y | -88.0% | -22.9% | -65.1% | -84.7% |
| All | -93.1% | -75.6% | -17.6% | -91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling