-89.3%
SQQQ vs SGI
+51.7%
-141.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -1.9% |
| 7D | +1.8% | -4.5% | +6.3% | -1.3% |
| 30D | +4.2% | +4.2% | 0.0% | +7.7% |
| 3M | -3.3% | -7.4% | +4.2% | -7.0% |
| 6M | -43.6% | -15.1% | -28.6% | -46.9% |
| YTD | -41.9% | -24.7% | -17.2% | -49.4% |
| 1Y | -50.6% | -21.8% | -28.9% | -55.6% |
| 3Y | -89.3% | +50.0% | -139.3% | -82.4% |
| All | -89.3% | +51.7% | -141.0% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 3y: compounded portfolio wealth divided by compounded SGI 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…
3y analysis · Full analysis span regression · 6 months rolling