-93.1%
SQQQ vs PL
+37.0%
-130.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +14.5% | -24.8% | -5.4% |
| 7D | -1.7% | +10.9% | -12.6% | +3.5% |
| 30D | +29.9% | -16.4% | +46.2% | +26.2% |
| 3M | +16.0% | -39.9% | +56.0% | +2.3% |
| 6M | +3.6% | -63.2% | +66.8% | -16.9% |
| YTD | -35.1% | -27.1% | -8.0% | -31.3% |
| 1Y | -37.0% | +12.2% | -49.2% | -20.7% |
| 3Y | -88.7% | +584.3% | -672.9% | -58.6% |
| 5Y | -93.1% | +37.0% | -130.1% | -80.3% |
| All | -93.1% | +37.0% | -130.1% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling