-22.1%
SQQQ vs RUN
-48.3%
+26.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | +12.3% | +6.9% | +22.2% |
| 7D | +31.0% | +30.0% | +0.9% | +40.2% |
| 30D | +55.7% | +27.0% | +28.6% | +65.8% |
| 3M | +31.2% | -5.9% | +37.2% | +29.2% |
| 6M | +5.1% | -26.7% | +31.7% | -0.5% |
| YTD | -24.9% | -46.4% | +21.5% | -28.2% |
| 1Y | -22.1% | -52.1% | +30.0% | -26.4% |
| All | -22.1% | -48.3% | +26.2% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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