-100.0%
SQQQ vs PLUG
+53.3%
-153.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.7% |
| 7D | +1.8% | -3.2% | +5.0% | +1.0% |
| 30D | +4.2% | -8.3% | +12.5% | +2.3% |
| 3M | -3.3% | -25.8% | +22.5% | -8.5% |
| 6M | -43.6% | -5.8% | -37.8% | -41.3% |
| YTD | -41.9% | +6.6% | -48.5% | -35.8% |
| 1Y | -50.6% | +39.1% | -89.7% | -37.9% |
| 3Y | -89.3% | -73.7% | -15.6% | -89.0% |
| 5Y | -94.8% | -91.3% | -3.5% | -94.7% |
| All | -100.0% | +53.3% | -153.2% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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