-96.0%
SQQQ vs PL
+41.8%
-137.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | -0.1% |
| 7D | -17.4% | +22.3% | -39.6% | -10.7% |
| 30D | +20.4% | -8.3% | +28.7% | +20.4% |
| 3M | +11.2% | -43.3% | +54.5% | -3.8% |
| 6M | -2.6% | -65.8% | +63.2% | -23.7% |
| YTD | -37.9% | -29.5% | -8.4% | -35.0% |
| 1Y | -36.2% | +11.7% | -47.9% | -19.9% |
| 3Y | -88.4% | +540.6% | -628.9% | -58.8% |
| 5Y | -93.4% | +32.9% | -126.3% | -80.6% |
| All | -96.0% | +41.8% | -137.9% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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