-100.0%
SQQQ vs QLD
+1,665.6%
-1,765.6%
-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% | +1.5% | 0.0% |
| 7D | -2.7% | +1.9% | -4.6% | +0.2% |
| 30D | +2.4% | -1.8% | +4.2% | +0.6% |
| 3M | -8.0% | -0.1% | -7.9% | +1.7% |
| 6M | -43.9% | +32.6% | -76.5% | +2.6% |
| YTD | -42.2% | +27.9% | -70.1% | +3.8% |
| 1Y | -51.8% | +40.3% | -92.1% | +5.8% |
| 3Y | -89.7% | +182.5% | -272.2% | +21.9% |
| 5Y | -94.7% | +122.5% | -217.2% | +23.2% |
| 10Y | -100.0% | +1,728.6% | -1,828.5% | +6.3% |
| All | -100.0% | +1,665.6% | -1,765.6% | +6.3% |
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