-99.7%
SQQQ vs SITM
+4,532.8%
-4,632.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.1% | +1.2% | +4.3% |
| 7D | +4.1% | +4.8% | -0.8% | +6.7% |
| 30D | +4.6% | -9.7% | +14.3% | +0.4% |
| 3M | -10.4% | -9.3% | -1.1% | -7.5% |
| 6M | -42.1% | +69.5% | -111.6% | -11.5% |
| YTD | -40.3% | +70.5% | -110.9% | -6.4% |
| 1Y | -50.2% | +145.3% | -195.4% | -0.5% |
| 3Y | -89.4% | +432.8% | -522.2% | -49.4% |
| 5Y | -94.7% | +174.0% | -268.7% | -66.8% |
| All | -99.7% | +4,532.8% | -4,632.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling