-53.5%
SQQQ vs SGOV
+3.8%
-57.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -2.6% |
| 7D | -0.9% | +0.1% | -1.0% | -5.5% |
| 30D | -0.3% | +0.3% | -0.6% | -16.6% |
| 3M | +2.7% | +1.0% | +1.8% | -37.3% |
| 6M | -43.8% | +1.9% | -45.7% | -77.7% |
| YTD | -42.9% | +2.5% | -45.4% | -81.1% |
| 1Y | -53.5% | +3.8% | -57.3% | -90.9% |
| All | -53.5% | +3.8% | -57.4% | -90.9% |
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