-100.0%
SQQQ vs QSR
+205.8%
-305.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.0% |
| 7D | +1.8% | -4.0% | +5.8% | -2.0% |
| 30D | +4.2% | +2.8% | +1.4% | +7.0% |
| 3M | -3.3% | +5.1% | -8.4% | +0.9% |
| 6M | -43.6% | +8.8% | -52.5% | -39.0% |
| YTD | -41.9% | +14.8% | -56.7% | -33.7% |
| 1Y | -50.6% | +25.7% | -76.4% | -38.2% |
| 3Y | -89.3% | +27.5% | -116.8% | -85.1% |
| 5Y | -94.8% | +41.3% | -136.1% | -90.1% |
| 10Y | -100.0% | +133.8% | -233.8% | -99.8% |
| All | -100.0% | +205.8% | -305.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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