-100.0%
SQQQ vs SCCO
+1,301.1%
-1,401.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.2% | -2.9% |
| 7D | +1.8% | -2.7% | +4.5% | -0.2% |
| 30D | +4.2% | -0.7% | +4.9% | +4.1% |
| 3M | -3.3% | +8.1% | -11.4% | +7.9% |
| 6M | -43.6% | +4.1% | -47.8% | -34.6% |
| YTD | -41.9% | +41.1% | -83.0% | -10.2% |
| 1Y | -50.6% | +95.6% | -146.2% | +5.0% |
| 3Y | -89.3% | +179.3% | -268.6% | -60.8% |
| 5Y | -94.8% | +308.3% | -403.1% | -66.8% |
| 10Y | -100.0% | +1,090.2% | -1,190.2% | -99.0% |
| All | -100.0% | +1,301.1% | -1,401.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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