-100.0%
SQQQ vs PSX
+1,167.1%
-1,267.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.2% | +1.3% |
| 7D | -2.7% | +1.8% | -4.5% | -1.5% |
| 30D | +2.4% | +21.6% | -19.2% | +17.0% |
| 3M | -8.0% | +46.5% | -54.5% | +18.7% |
| 6M | -43.9% | +62.0% | -105.9% | -22.7% |
| YTD | -42.2% | +106.3% | -148.5% | -5.0% |
| 1Y | -51.8% | +103.0% | -154.8% | -21.3% |
| 3Y | -89.7% | +135.5% | -225.3% | -78.3% |
| 5Y | -94.7% | +368.5% | -463.2% | -78.8% |
| 10Y | -100.0% | +386.6% | -486.5% | -99.8% |
| All | -100.0% | +1,167.1% | -1,267.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling