-100.0%
SQQQ vs PLUG
-16.2%
-83.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.8% | +9.8% | -1.5% |
| 7D | -17.4% | -8.1% | -9.2% | -18.9% |
| 30D | +20.4% | -20.5% | +40.9% | +14.9% |
| 3M | +11.2% | -45.9% | +57.1% | -3.5% |
| 6M | -2.6% | -65.2% | +62.5% | -22.3% |
| YTD | -37.9% | -37.1% | -0.9% | -39.3% |
| 1Y | -36.2% | -54.6% | +18.4% | -42.2% |
| 3Y | -88.4% | -64.9% | -23.5% | -86.6% |
| 5Y | -93.4% | -97.1% | +3.7% | -95.0% |
| All | -100.0% | -16.2% | -83.7% | -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