-100.0%
SQQQ vs RUN
-34.5%
-65.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.8% |
| 7D | +1.8% | -3.7% | +5.5% | +0.6% |
| 30D | +4.2% | -13.0% | +17.2% | +0.1% |
| 3M | -3.3% | -31.8% | +28.5% | -12.0% |
| 6M | -43.6% | -32.2% | -11.4% | -47.1% |
| YTD | -41.9% | -53.5% | +11.6% | -49.6% |
| 1Y | -50.6% | -46.5% | -4.1% | -53.6% |
| 3Y | -89.3% | -37.6% | -51.7% | -84.9% |
| 5Y | -94.8% | -80.9% | -13.9% | -92.9% |
| 10Y | -100.0% | +41.3% | -141.2% | -99.9% |
| All | -100.0% | -34.5% | -65.5% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling