-100.0%
SQQQ vs SIMO
+557.5%
-657.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.5% | +7.7% | +0.5% |
| 7D | +4.1% | +12.5% | -8.5% | +12.2% |
| 30D | +4.6% | +18.4% | -13.8% | +17.6% |
| 3M | -10.4% | +5.6% | -16.0% | +1.2% |
| 6M | -42.1% | +116.9% | -159.0% | +13.5% |
| YTD | -40.3% | +188.4% | -228.7% | +47.7% |
| 1Y | -50.2% | +221.3% | -271.5% | +39.7% |
| 3Y | -89.4% | +438.6% | -528.0% | -43.6% |
| 5Y | -94.7% | +287.9% | -382.6% | -72.3% |
| All | -100.0% | +557.5% | -657.5% | -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