-37.7%
SQQQ vs SLB
+46.1%
-83.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +4.2% |
| 7D | -11.0% | +3.5% | -14.5% | -9.8% |
| 30D | +17.9% | +6.5% | +11.4% | +20.4% |
| 3M | +19.5% | -0.2% | +19.7% | +20.1% |
| 6M | +4.2% | -5.7% | +9.9% | +2.3% |
| YTD | -35.6% | +36.8% | -72.4% | -31.6% |
| 1Y | -37.7% | +45.8% | -83.5% | -31.7% |
| All | -37.7% | +46.1% | -83.8% | -31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling