-100.0%
SQQQ vs PLUG
-77.8%
-22.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -10.5% | +14.2% | +1.8% |
| 7D | -11.0% | -23.4% | +12.5% | -15.0% |
| 30D | +17.9% | -23.4% | +41.4% | +13.6% |
| 3M | +19.5% | -51.7% | +71.2% | +6.5% |
| 6M | +4.2% | -72.0% | +76.2% | -13.9% |
| YTD | -35.6% | -43.7% | +8.0% | -37.5% |
| 1Y | -37.7% | -55.4% | +17.7% | -41.7% |
| 3Y | -88.0% | -68.0% | -20.0% | -86.7% |
| 5Y | -93.1% | -97.4% | +4.3% | -93.8% |
| 10Y | -100.0% | -24.5% | -75.5% | -99.9% |
| All | -100.0% | -77.8% | -22.2% | -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