-100.0%
SQQQ vs SIMO
+394.4%
-494.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.6% | +9.3% | +0.3% |
| 7D | -11.0% | +4.1% | -15.1% | -7.7% |
| 30D | +17.9% | -24.0% | +41.9% | +5.8% |
| 3M | +19.5% | -31.8% | +51.3% | +3.6% |
| 6M | +4.2% | -36.9% | +41.1% | -4.9% |
| YTD | -35.6% | +84.8% | -120.4% | +33.2% |
| 1Y | -37.7% | +99.0% | -136.7% | +38.1% |
| 3Y | -88.0% | +217.9% | -306.0% | -49.8% |
| 5Y | -93.1% | +171.5% | -264.6% | -68.1% |
| All | -100.0% | +394.4% | -494.4% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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