-100.0%
SQQQ vs SHW
+288.7%
-388.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -0.2% |
| 7D | +1.8% | -3.1% | +4.9% | -2.1% |
| 30D | +4.2% | -10.0% | +14.2% | -8.6% |
| 3M | -3.3% | +2.3% | -5.5% | +0.2% |
| 6M | -43.6% | +0.7% | -44.3% | -41.5% |
| YTD | -41.9% | +0.5% | -42.4% | -39.6% |
| 1Y | -50.6% | -11.5% | -39.2% | -56.7% |
| 3Y | -89.3% | +21.3% | -110.6% | -82.9% |
| 5Y | -94.8% | +12.5% | -107.3% | -90.1% |
| All | -100.0% | +288.7% | -388.7% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 10y: compounded portfolio wealth divided by compounded SHW 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…
10y analysis · Full analysis span regression · 6 months rolling