-93.4%
SQQQ vs RACE
+62.4%
-155.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | -2.0% |
| 7D | -17.4% | -4.0% | -13.4% | -21.3% |
| 30D | +20.4% | +3.5% | +16.9% | +26.2% |
| 3M | +11.2% | -0.4% | +11.7% | +11.8% |
| 6M | -2.6% | +23.2% | -25.8% | +29.6% |
| YTD | -37.9% | +11.0% | -48.9% | -26.3% |
| 1Y | -36.2% | -2.2% | -34.0% | -35.9% |
| 3Y | -88.4% | +22.5% | -110.9% | -78.5% |
| 5Y | -93.4% | +63.2% | -156.5% | -60.3% |
| All | -93.4% | +62.4% | -155.8% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling