-100.0%
SQQQ vs SAP
+175.6%
-275.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.5% | +4.8% | +1.2% |
| 7D | +4.1% | -5.1% | +9.2% | -2.8% |
| 30D | +4.6% | -1.8% | +6.4% | +2.6% |
| 3M | -10.4% | +20.9% | -31.3% | +10.8% |
| 6M | -42.1% | +7.0% | -49.1% | -39.4% |
| YTD | -40.3% | -13.7% | -26.6% | -55.0% |
| 1Y | -50.2% | -19.6% | -30.6% | -65.7% |
| 3Y | -89.4% | +52.4% | -141.8% | -73.9% |
| 5Y | -94.7% | +54.4% | -149.1% | -79.0% |
| All | -100.0% | +175.6% | -275.6% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 10y: compounded portfolio wealth divided by compounded SAP 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…
10y analysis · Full analysis span regression · 6 months rolling