-94.7%
SQQQ vs RF
+89.9%
-184.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | -0.8% |
| 7D | -4.2% | +2.7% | -6.8% | -1.6% |
| 30D | +2.4% | -3.4% | +5.8% | -0.8% |
| 3M | -5.7% | +6.4% | -12.0% | +0.5% |
| 6M | -46.6% | +13.4% | -60.0% | -38.6% |
| YTD | -42.7% | +14.2% | -57.0% | -33.1% |
| 1Y | -52.6% | +15.7% | -68.3% | -43.4% |
| 3Y | -89.8% | +91.3% | -181.2% | -75.5% |
| All | -94.7% | +89.9% | -184.7% | -85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling