-50.6%
SQQQ vs SAN
+51.4%
-102.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.3% | -4.8% | -0.5% |
| 7D | +1.8% | +0.2% | +1.6% | +2.1% |
| 30D | +4.2% | +0.9% | +3.2% | +5.3% |
| 3M | -3.3% | +19.1% | -22.4% | +16.3% |
| 6M | -43.6% | +33.2% | -76.8% | -21.8% |
| YTD | -41.9% | +29.1% | -71.0% | -18.7% |
| 1Y | -50.6% | +50.2% | -100.9% | -18.4% |
| All | -50.6% | +51.4% | -102.1% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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