-89.4%
SQQQ vs SIMO
+469.0%
-558.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +2.0% |
| 7D | -2.7% | +14.5% | -17.2% | +4.8% |
| 30D | +2.4% | +20.4% | -18.0% | +14.5% |
| 3M | -8.0% | +7.1% | -15.1% | +3.6% |
| 6M | -43.9% | +129.2% | -173.2% | +10.8% |
| YTD | -42.2% | +201.9% | -244.2% | +50.2% |
| 1Y | -51.8% | +235.5% | -287.3% | +46.6% |
| All | -89.4% | +469.0% | -558.3% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling