-100.0%
SQQQ vs PLUG
-56.6%
-43.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.3% | +0.1% |
| 7D | -0.9% | -0.9% | 0.0% | -1.1% |
| 30D | -0.3% | +3.3% | -3.6% | +0.7% |
| 3M | +2.7% | -39.7% | +42.5% | -4.3% |
| 6M | -43.8% | -12.5% | -31.3% | -42.8% |
| YTD | -42.9% | +10.2% | -53.1% | -38.4% |
| 1Y | -53.5% | +50.7% | -104.2% | -44.7% |
| 3Y | -89.4% | -74.5% | -14.9% | -88.7% |
| 5Y | -94.7% | -91.8% | -2.9% | -94.2% |
| 10Y | -100.0% | +43.7% | -143.7% | -99.9% |
| All | -100.0% | -56.6% | -43.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling