-36.0%
SQQQ vs PSX
+97.5%
-133.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.7% | -1.3% |
| 7D | +14.6% | -5.2% | +19.7% | +16.6% |
| 30D | +28.9% | -3.7% | +32.6% | +30.5% |
| 3M | +13.1% | +26.8% | -13.6% | +5.2% |
| 6M | -15.2% | +47.3% | -62.5% | -25.1% |
| YTD | -37.0% | +105.4% | -142.4% | -45.1% |
| 1Y | -36.0% | +96.9% | -132.9% | -44.6% |
| All | -36.0% | +97.5% | -133.5% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1y: compounded portfolio wealth divided by compounded PSX 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…
1y analysis · Full analysis span regression · 6 months rolling