-89.3%
SQQQ vs SHEL
+70.5%
-159.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.1% |
| 7D | +1.8% | +4.1% | -2.3% | +4.1% |
| 30D | +4.2% | +8.4% | -4.2% | +8.9% |
| 3M | -3.3% | +13.7% | -17.0% | +3.2% |
| 6M | -43.6% | +12.7% | -56.4% | -40.2% |
| YTD | -41.9% | +35.3% | -77.2% | -27.4% |
| 1Y | -50.6% | +39.4% | -90.0% | -36.3% |
| 3Y | -89.3% | +71.5% | -160.8% | -82.1% |
| All | -89.3% | +70.5% | -159.8% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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