-94.8%
SQQQ vs SGI
+47.3%
-142.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -1.7% |
| 7D | +1.8% | -4.5% | +6.3% | -2.1% |
| 30D | +4.2% | +4.2% | 0.0% | +8.5% |
| 3M | -3.3% | -7.4% | +4.2% | -8.0% |
| 6M | -43.6% | -15.1% | -28.6% | -48.2% |
| YTD | -41.9% | -24.7% | -17.2% | -51.7% |
| 1Y | -50.6% | -21.8% | -28.9% | -57.3% |
| 3Y | -89.3% | +50.0% | -139.3% | -78.5% |
| All | -94.8% | +47.3% | -142.1% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling