-100.0%
SQQQ vs QID
-99.9%
-0.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.3% | +0.9% | -0.2% |
| 7D | +4.1% | +2.7% | +1.3% | 0.0% |
| 30D | +4.6% | +3.3% | +1.3% | -0.2% |
| 3M | -10.4% | -5.5% | -4.9% | -0.5% |
| 6M | -42.1% | -28.4% | -13.7% | -1.1% |
| YTD | -40.3% | -26.6% | -13.8% | -1.2% |
| 1Y | -50.2% | -34.1% | -16.1% | -1.8% |
| 3Y | -89.4% | -73.7% | -15.7% | -6.2% |
| 5Y | -94.7% | -80.7% | -14.0% | -8.8% |
| 10Y | -100.0% | -99.1% | -0.8% | -15.1% |
| All | -100.0% | -99.9% | -0.1% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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