-100.0%
SQQQ vs SCHG
+1,202.7%
-1,302.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.4% | 0.0% |
| 7D | +1.8% | -1.0% | +2.8% | -1.3% |
| 30D | +4.2% | -1.3% | +5.4% | +0.8% |
| 3M | -3.3% | +5.4% | -8.7% | +18.4% |
| 6M | -43.6% | +14.4% | -58.1% | -6.1% |
| YTD | -41.9% | +8.0% | -49.9% | -16.5% |
| 1Y | -50.6% | +12.7% | -63.4% | -15.4% |
| 3Y | -89.3% | +85.6% | -174.9% | +38.7% |
| 5Y | -94.8% | +85.5% | -180.3% | +51.3% |
| 10Y | -100.0% | +456.0% | -556.0% | +4.6% |
| All | -100.0% | +1,202.7% | -1,302.7% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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