-100.0%
SQQQ vs SIRI
+334.9%
-434.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.0% |
| 7D | +1.8% | +0.6% | +1.3% | +2.2% |
| 30D | +4.2% | +2.5% | +1.7% | +6.1% |
| 3M | -3.3% | +6.6% | -9.9% | +1.0% |
| 6M | -43.6% | +32.9% | -76.5% | -30.5% |
| YTD | -41.9% | +50.5% | -92.3% | -22.1% |
| 1Y | -50.6% | +28.0% | -78.6% | -40.2% |
| 3Y | -89.3% | -22.4% | -66.9% | -88.8% |
| 5Y | -94.8% | -41.3% | -53.5% | -94.9% |
| 10Y | -100.0% | -10.4% | -89.5% | -99.9% |
| All | -100.0% | +334.9% | -434.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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