-100.0%
SQQQ vs RF
+342.9%
-442.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.1% |
| 7D | +1.8% | -1.0% | +2.8% | +1.0% |
| 30D | +4.2% | -3.7% | +7.8% | +1.1% |
| 3M | -3.3% | +5.3% | -8.6% | +1.1% |
| 6M | -43.6% | +17.2% | -60.9% | -34.8% |
| YTD | -41.9% | +14.5% | -56.4% | -33.6% |
| 1Y | -50.6% | +15.9% | -66.6% | -42.4% |
| 3Y | -89.3% | +91.2% | -180.5% | -77.6% |
| 5Y | -94.8% | +90.0% | -184.8% | -86.6% |
| All | -100.0% | +342.9% | -442.9% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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