-100.0%
SQQQ vs RF
+610.8%
-710.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +4.8% |
| 7D | -11.0% | +1.9% | -12.9% | -9.4% |
| 30D | +17.9% | +7.3% | +10.6% | +25.6% |
| 3M | +19.5% | -7.9% | +27.4% | +12.1% |
| 6M | +4.2% | +10.5% | -6.3% | +14.3% |
| YTD | -35.6% | +9.6% | -45.3% | -28.7% |
| 1Y | -37.7% | +20.3% | -58.0% | -25.1% |
| 3Y | -88.0% | +119.5% | -207.6% | -71.9% |
| 5Y | -93.1% | +48.2% | -141.3% | -85.2% |
| 10Y | -100.0% | +234.3% | -334.2% | -99.7% |
| All | -100.0% | +610.8% | -710.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling