-99.8%
SQQQ vs REPL
+36.8%
-136.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.7% |
| 7D | -11.0% | +1.2% | -12.2% | -10.8% |
| 30D | +17.9% | +92.2% | -74.2% | +28.3% |
| 3M | +19.5% | +44.1% | -24.6% | +26.0% |
| 6M | +4.2% | +313.0% | -308.8% | +35.8% |
| YTD | -35.6% | +125.2% | -160.8% | -16.0% |
| 1Y | -37.7% | +143.8% | -181.4% | -17.5% |
| 3Y | -88.0% | +104.2% | -192.2% | -77.5% |
| 5Y | -93.1% | -34.5% | -58.6% | -89.0% |
| All | -99.8% | +36.8% | -136.6% | -99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling