-22.1%
SQQQ vs SGOV
+3.1%
-25.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | 0.0% | +19.2% | +19.2% |
| 7D | +31.0% | -0.3% | +31.2% | +31.1% |
| 30D | +55.7% | 0.0% | +55.7% | +50.8% |
| 3M | +31.2% | +0.3% | +30.9% | -1.0% |
| 6M | +5.1% | +1.2% | +3.8% | -47.8% |
| YTD | -24.9% | +2.5% | -27.3% | -71.5% |
| 1Y | -22.1% | +3.1% | -25.1% | -66.0% |
| All | -22.1% | +3.1% | -25.1% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 1y: compounded portfolio wealth divided by compounded SGOV 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…
1y analysis · Full analysis span regression · 6 months rolling