-36.0%
SQQQ vs REPL
+125.1%
-161.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.8% |
| 7D | +14.6% | +28.8% | -14.3% | +15.4% |
| 30D | +28.9% | +57.3% | -28.5% | +30.8% |
| 3M | +13.1% | +73.6% | -60.4% | +15.2% |
| 6M | -15.2% | +582.8% | -598.1% | -8.8% |
| YTD | -37.0% | +112.9% | -149.8% | -34.4% |
| 1Y | -36.0% | +130.7% | -166.6% | -28.1% |
| All | -36.0% | +125.1% | -161.1% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling