-100.0%
SQQQ vs SAN
+177.4%
-277.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | 0.0% |
| 7D | -4.2% | +3.3% | -7.5% | -1.4% |
| 30D | +2.4% | +1.1% | +1.3% | +3.5% |
| 3M | -5.7% | +22.2% | -27.9% | +14.2% |
| 6M | -46.6% | +36.0% | -82.6% | -26.9% |
| YTD | -42.7% | +28.2% | -71.0% | -23.8% |
| 1Y | -52.6% | +54.1% | -106.7% | -25.7% |
| 3Y | -89.8% | +354.2% | -444.1% | -55.6% |
| 5Y | -94.7% | +387.3% | -482.0% | -68.2% |
| 10Y | -100.0% | +334.8% | -434.8% | -99.7% |
| All | -100.0% | +177.4% | -277.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling