-100.0%
SQQQ vs RF
+219.4%
-319.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.6% |
| 7D | -17.4% | +0.4% | -17.7% | -17.0% |
| 30D | +20.4% | +5.6% | +14.9% | +26.5% |
| 3M | +11.2% | -8.9% | +20.1% | +3.5% |
| 6M | -2.6% | +7.1% | -9.7% | +4.0% |
| YTD | -37.9% | +8.3% | -46.2% | -31.9% |
| 1Y | -36.2% | +16.8% | -53.0% | -25.0% |
| 3Y | -88.4% | +115.0% | -203.4% | -73.2% |
| 5Y | -93.4% | +46.4% | -139.8% | -85.9% |
| All | -100.0% | +219.4% | -319.4% | -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