-100.0%
SQQQ vs QCOM
+588.1%
-688.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.3% |
| 7D | -0.9% | +3.3% | -4.3% | +3.0% |
| 30D | -0.3% | +7.7% | -8.0% | +9.1% |
| 3M | +2.7% | -30.1% | +32.8% | -26.2% |
| 6M | -43.8% | +22.8% | -66.7% | -18.0% |
| YTD | -42.9% | +0.2% | -43.1% | -34.1% |
| 1Y | -53.5% | +7.9% | -61.4% | -39.0% |
| 3Y | -89.4% | +55.8% | -145.2% | -67.6% |
| 5Y | -94.7% | +30.1% | -124.7% | -77.4% |
| 10Y | -100.0% | +248.9% | -348.9% | -98.9% |
| All | -100.0% | +588.1% | -688.1% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QCOM.
Daily Out/Under-Performance
Portfolio return minus QCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QCOM 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 QCOM 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