-94.8%
SQQQ vs RMBS
+265.4%
-360.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -1.2% |
| 7D | +1.8% | +1.8% | 0.0% | +3.2% |
| 30D | +4.2% | -13.9% | +18.1% | -6.1% |
| 3M | -3.3% | -39.8% | +36.5% | -28.1% |
| 6M | -43.6% | -6.0% | -37.6% | -33.9% |
| YTD | -41.9% | -5.4% | -36.5% | -28.3% |
| 1Y | -50.6% | -1.8% | -48.8% | -32.4% |
| 3Y | -89.3% | +53.7% | -143.0% | -62.0% |
| All | -94.8% | +265.4% | -360.2% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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