-94.7%
SQQQ vs PL
+79.0%
-173.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | -0.2% |
| 7D | -4.2% | -7.5% | +3.4% | -6.6% |
| 30D | +2.4% | -25.6% | +28.0% | -6.7% |
| 3M | -5.7% | -45.6% | +39.9% | -19.6% |
| 6M | -46.6% | -29.5% | -17.0% | -47.4% |
| YTD | -42.7% | -9.7% | -33.0% | -37.3% |
| 1Y | -52.6% | +84.4% | -137.0% | -30.6% |
| 3Y | -89.8% | +550.0% | -639.8% | -65.6% |
| 5Y | -94.7% | +79.0% | -173.7% | -82.6% |
| All | -94.7% | +79.0% | -173.7% | -82.6% |
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