-51.8%
SQQQ vs RF
+15.2%
-67.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.6% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | +2.4% | -4.0% | +6.4% | +0.4% |
| 3M | -8.0% | +5.6% | -13.6% | -5.1% |
| 6M | -43.9% | +13.1% | -57.0% | -38.2% |
| YTD | -42.2% | +13.6% | -55.8% | -35.7% |
| 1Y | -51.8% | +16.0% | -67.7% | -41.7% |
| All | -51.8% | +15.2% | -67.0% | -41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling