-96.4%
SQQQ vs PL
+84.9%
-181.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.8% |
| 7D | -0.9% | -9.3% | +8.4% | -4.0% |
| 30D | -0.3% | -18.9% | +18.6% | -6.5% |
| 3M | +2.7% | -58.4% | +61.1% | -17.9% |
| 6M | -43.8% | -30.3% | -13.5% | -44.9% |
| YTD | -42.9% | -8.1% | -34.8% | -37.2% |
| 1Y | -53.5% | +180.5% | -234.0% | -19.3% |
| 3Y | -89.4% | +444.1% | -533.6% | -67.1% |
| 5Y | -94.7% | +83.0% | -177.7% | -83.3% |
| All | -96.4% | +84.9% | -181.3% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling