-100.0%
SQQQ vs SAP
+555.5%
-655.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | -1.9% |
| 7D | -4.2% | -0.3% | -3.9% | -4.4% |
| 30D | +2.4% | +2.6% | -0.2% | +6.3% |
| 3M | -5.7% | +16.3% | -21.9% | +11.0% |
| 6M | -46.6% | +6.4% | -53.0% | -44.3% |
| YTD | -42.7% | -11.4% | -31.3% | -54.2% |
| 1Y | -52.6% | -20.4% | -32.2% | -67.2% |
| 3Y | -89.8% | +56.5% | -146.3% | -75.0% |
| 5Y | -94.7% | +56.8% | -151.5% | -80.1% |
| 10Y | -100.0% | +176.2% | -276.2% | -99.4% |
| All | -100.0% | +555.5% | -655.5% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling