-100.0%
SQQQ vs QLD
+1,508.4%
-1,608.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.6% | 0.0% |
| 7D | -17.4% | +12.5% | -29.9% | -0.2% |
| 30D | +20.4% | -15.7% | +36.1% | +0.7% |
| 3M | +11.2% | -11.9% | +23.1% | +1.9% |
| 6M | -2.6% | -10.3% | +7.6% | +3.5% |
| YTD | -37.9% | +15.6% | -53.5% | +5.2% |
| 1Y | -36.2% | +12.1% | -48.3% | +6.1% |
| 3Y | -88.4% | +150.7% | -239.0% | +21.2% |
| 5Y | -93.4% | +86.6% | -180.0% | +25.9% |
| All | -100.0% | +1,508.4% | -1,608.3% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 10y: compounded portfolio wealth divided by compounded QLD 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…
10y analysis · Full analysis span regression · 6 months rolling