-95.8%
SQQQ vs S
-57.8%
-38.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | -0.9% |
| 7D | -4.2% | -5.8% | +1.7% | -7.3% |
| 30D | +2.4% | -9.2% | +11.6% | -2.1% |
| 3M | -5.7% | +23.4% | -29.0% | +9.2% |
| 6M | -46.6% | +36.9% | -83.5% | -32.6% |
| YTD | -42.7% | +29.5% | -72.3% | -29.1% |
| 1Y | -52.6% | +5.4% | -58.0% | -47.0% |
| 3Y | -89.8% | +14.7% | -104.5% | -84.4% |
| 5Y | -94.7% | -71.5% | -23.2% | -92.6% |
| All | -95.8% | -57.8% | -38.0% | -93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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