-100.0%
SQQQ vs SHW
+1,714.4%
-1,814.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +2.0% |
| 7D | +4.1% | -4.5% | +8.5% | -1.8% |
| 30D | +4.6% | -12.7% | +17.3% | -12.0% |
| 3M | -10.4% | +4.7% | -15.1% | -3.8% |
| 6M | -42.1% | -3.4% | -38.7% | -43.1% |
| YTD | -40.3% | -1.3% | -39.0% | -39.6% |
| 1Y | -50.2% | -10.4% | -39.8% | -55.5% |
| 3Y | -89.4% | +20.1% | -109.5% | -83.3% |
| 5Y | -94.7% | +10.5% | -105.1% | -90.1% |
| 10Y | -100.0% | +280.3% | -380.2% | -99.4% |
| All | -100.0% | +1,714.4% | -1,814.4% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling