-89.3%
SQQQ vs SITM
+452.7%
-542.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.5% | -8.1% | 0.0% |
| 7D | +1.8% | +3.9% | -2.0% | +3.7% |
| 30D | +4.2% | -6.6% | +10.7% | +2.1% |
| 3M | -3.3% | -11.9% | +8.6% | -2.0% |
| 6M | -43.6% | +81.1% | -124.8% | -13.9% |
| YTD | -41.9% | +80.0% | -121.9% | -9.5% |
| 1Y | -50.6% | +145.8% | -196.5% | -5.6% |
| 3Y | -89.3% | +475.9% | -565.2% | -53.3% |
| All | -89.3% | +452.7% | -542.0% | -53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling