-100.0%
SQQQ vs SIMO
+11,828.9%
-11,928.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.7% | -9.1% | +4.1% |
| 7D | -0.9% | +4.2% | -5.2% | +1.4% |
| 30D | -0.3% | +4.1% | -4.4% | +3.0% |
| 3M | +2.7% | -12.9% | +15.6% | +4.7% |
| 6M | -43.8% | +110.3% | -154.2% | -3.4% |
| YTD | -42.9% | +178.6% | -221.5% | +17.1% |
| 1Y | -53.5% | +220.0% | -273.5% | +6.8% |
| 3Y | -89.4% | +409.0% | -498.5% | -61.5% |
| 5Y | -94.7% | +277.3% | -372.0% | -80.2% |
| 10Y | -100.0% | +506.6% | -606.6% | -99.7% |
| All | -100.0% | +11,828.9% | -11,928.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling