-100.0%
SQQQ vs SLB
-4.7%
-95.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.8% | +5.1% | +2.3% |
| 7D | +4.1% | -2.4% | +6.5% | +2.7% |
| 30D | +4.6% | +4.9% | -0.3% | +7.6% |
| 3M | -10.4% | +1.4% | -11.8% | -9.3% |
| 6M | -42.1% | +17.6% | -59.7% | -35.2% |
| YTD | -40.3% | +48.3% | -88.7% | -23.4% |
| 1Y | -50.2% | +58.7% | -108.9% | -33.0% |
| 3Y | -89.4% | +0.6% | -90.0% | -87.3% |
| 5Y | -94.7% | +133.6% | -228.2% | -88.3% |
| All | -100.0% | -4.7% | -95.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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