-94.7%
SQQQ vs REPL
-58.5%
-36.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -8.4% | +11.6% | +2.7% |
| 7D | +4.1% | -13.4% | +17.5% | +3.1% |
| 30D | +4.6% | -3.0% | +7.6% | +4.6% |
| 3M | -10.4% | +56.3% | -66.7% | -4.4% |
| 6M | -42.1% | +60.9% | -103.0% | -33.7% |
| YTD | -40.3% | +36.2% | -76.6% | -32.4% |
| 1Y | -50.2% | +121.0% | -171.2% | -38.1% |
| 3Y | -89.4% | -32.8% | -56.6% | -88.2% |
| 5Y | -94.7% | -58.7% | -36.0% | -93.1% |
| All | -94.7% | -58.5% | -36.2% | -93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling