-34.6%
SQQQ vs SITM
+44.3%
-78.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.4% | +6.6% | -6.1% |
| 7D | +14.6% | -19.5% | +34.1% | +6.8% |
| 30D | +28.9% | -43.2% | +72.1% | +8.6% |
| 3M | +13.1% | -30.8% | +44.0% | +4.1% |
| 6M | -15.2% | -28.6% | +13.4% | -17.4% |
| YTD | -37.0% | +14.2% | -51.2% | -28.7% |
| All | -34.6% | +44.3% | -78.9% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling