-36.0%
SQQQ vs ROIV
+97.8%
-133.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.1% | -8.9% | -0.6% |
| 7D | +14.6% | +3.0% | +11.5% | +16.0% |
| 30D | +28.9% | +6.8% | +22.0% | +32.6% |
| 3M | +13.1% | +10.5% | +2.6% | +18.8% |
| 6M | -15.2% | +34.8% | -50.0% | -2.1% |
| YTD | -37.0% | +76.2% | -113.2% | -20.3% |
| 1Y | -36.0% | +92.4% | -128.4% | -15.3% |
| All | -36.0% | +97.8% | -133.8% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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