-100.0%
SQQQ vs RVTY
+145.6%
-245.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.4% | +0.6% |
| 7D | +1.8% | -4.5% | +6.3% | -3.3% |
| 30D | +4.2% | +5.5% | -1.3% | +11.1% |
| 3M | -3.3% | +22.5% | -25.8% | +22.6% |
| 6M | -43.6% | +38.9% | -82.5% | -14.3% |
| YTD | -41.9% | +28.7% | -70.6% | -17.8% |
| 1Y | -50.6% | +45.5% | -96.1% | -17.2% |
| 3Y | -89.3% | +16.4% | -105.7% | -84.1% |
| 5Y | -94.8% | -32.7% | -62.1% | -95.0% |
| All | -100.0% | +145.6% | -245.6% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling