-100.0%
SQQQ vs PAYX
+594.4%
-694.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -1.7% |
| 7D | +1.8% | -4.9% | +6.7% | -5.9% |
| 30D | +4.2% | -3.8% | +7.9% | -2.1% |
| 3M | -3.3% | +17.9% | -21.1% | +21.3% |
| 6M | -43.6% | +26.1% | -69.7% | -23.0% |
| YTD | -41.9% | +6.7% | -48.6% | -40.8% |
| 1Y | -50.6% | -10.7% | -39.9% | -63.7% |
| 3Y | -89.3% | +7.0% | -96.3% | -87.6% |
| 5Y | -94.8% | +22.6% | -117.4% | -88.4% |
| 10Y | -100.0% | +166.5% | -266.5% | -99.3% |
| All | -100.0% | +594.4% | -694.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 all: compounded portfolio wealth divided by compounded PAYX 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…
all analysis · Full analysis span regression · 6 months rolling