-100.0%
SQQQ vs SLB
+34.8%
-134.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.3% |
| 7D | -0.9% | +0.8% | -1.8% | -0.2% |
| 30D | -0.3% | +15.8% | -16.1% | +10.5% |
| 3M | +2.7% | -0.3% | +3.1% | +3.5% |
| 6M | -43.8% | +21.3% | -65.2% | -34.2% |
| YTD | -42.9% | +52.3% | -95.2% | -20.9% |
| 1Y | -53.5% | +63.6% | -117.1% | -31.6% |
| 3Y | -89.4% | +3.8% | -93.2% | -86.9% |
| 5Y | -94.7% | +128.6% | -223.3% | -86.4% |
| 10Y | -100.0% | -3.1% | -96.9% | -99.9% |
| All | -100.0% | +34.8% | -134.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling