-50.6%
SQQQ vs RVTY
+50.6%
-101.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.4% | -1.1% |
| 7D | +1.8% | -4.5% | +6.3% | -0.5% |
| 30D | +4.2% | +5.5% | -1.3% | +7.3% |
| 3M | -3.3% | +22.5% | -25.8% | +9.1% |
| 6M | -43.6% | +38.9% | -82.5% | -29.2% |
| YTD | -41.9% | +28.7% | -70.6% | -28.5% |
| 1Y | -50.6% | +45.5% | -96.1% | -34.7% |
| All | -50.6% | +50.6% | -101.3% | -34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling