-89.0%
SQQQ vs SAN
+342.3%
-431.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +3.0% |
| 7D | +4.1% | -2.8% | +6.9% | +1.6% |
| 30D | +4.6% | -0.5% | +5.2% | +4.3% |
| 3M | -10.4% | +22.7% | -33.1% | +9.4% |
| 6M | -42.1% | +28.8% | -70.9% | -23.6% |
| YTD | -40.3% | +26.3% | -66.6% | -20.9% |
| 1Y | -50.2% | +48.8% | -99.0% | -23.3% |
| All | -89.0% | +342.3% | -431.3% | -61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling