-99.7%
SQQQ vs SITM
+4,789.7%
-4,889.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.5% | -8.1% | +0.2% |
| 7D | +1.8% | +3.9% | -2.0% | +3.9% |
| 30D | +4.2% | -6.6% | +10.7% | +1.8% |
| 3M | -3.3% | -11.9% | +8.6% | -2.1% |
| 6M | -43.6% | +81.1% | -124.8% | -10.8% |
| YTD | -41.9% | +80.0% | -121.9% | -6.2% |
| 1Y | -50.6% | +145.8% | -196.5% | -1.4% |
| 3Y | -89.3% | +475.9% | -565.2% | -46.8% |
| 5Y | -94.8% | +189.2% | -284.0% | -66.8% |
| All | -99.7% | +4,789.7% | -4,889.4% | -92.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling