-100.0%
SQQQ vs SHEL
+306.1%
-406.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -1.8% |
| 7D | +1.8% | +4.1% | -2.3% | +5.6% |
| 30D | +4.2% | +8.4% | -4.2% | +11.8% |
| 3M | -3.3% | +13.7% | -17.0% | +7.6% |
| 6M | -43.6% | +12.7% | -56.4% | -38.1% |
| YTD | -41.9% | +35.3% | -77.2% | -23.8% |
| 1Y | -50.6% | +39.4% | -90.0% | -33.1% |
| 3Y | -89.3% | +71.5% | -160.8% | -80.7% |
| 5Y | -94.8% | +195.0% | -289.8% | -82.1% |
| 10Y | -100.0% | +211.1% | -311.0% | -99.8% |
| All | -100.0% | +306.1% | -406.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling