-88.7%
SQQQ vs QLD
+149.9%
-238.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +6.8% | -17.1% | -0.1% |
| 7D | -1.7% | -1.4% | -0.3% | +0.2% |
| 30D | +29.9% | -19.6% | +49.4% | +0.6% |
| 3M | +16.0% | -14.1% | +30.2% | +1.7% |
| 6M | +3.6% | -13.6% | +17.2% | +3.5% |
| YTD | -35.1% | +12.5% | -47.7% | +5.5% |
| 1Y | -37.0% | +13.1% | -50.1% | +6.5% |
| 3Y | -88.7% | +154.7% | -243.4% | +23.3% |
| All | -88.7% | +149.9% | -238.6% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling