-99.8%
SQQQ vs REPL
-6.0%
-93.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.6% |
| 7D | -0.9% | -3.0% | +2.0% | -1.3% |
| 30D | -0.3% | +27.1% | -27.4% | +2.9% |
| 3M | +2.7% | +52.4% | -49.7% | +13.6% |
| 6M | -43.8% | +107.4% | -151.3% | -27.8% |
| YTD | -42.9% | +54.7% | -97.6% | -29.4% |
| 1Y | -53.5% | +158.9% | -212.4% | -33.3% |
| 3Y | -89.4% | -23.7% | -65.7% | -84.8% |
| 5Y | -94.7% | -54.3% | -40.3% | -91.9% |
| All | -99.8% | -6.0% | -93.8% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling