-100.0%
SQQQ vs SLB
+21.1%
-121.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +4.8% |
| 7D | -11.0% | +3.5% | -14.5% | -8.7% |
| 30D | +17.9% | +6.5% | +11.4% | +24.3% |
| 3M | +19.5% | -0.2% | +19.7% | +21.0% |
| 6M | +4.2% | -5.7% | +9.9% | +2.3% |
| YTD | -35.6% | +36.8% | -72.4% | -16.1% |
| 1Y | -37.7% | +45.8% | -83.5% | -14.9% |
| 3Y | -88.0% | +3.4% | -91.4% | -85.1% |
| 5Y | -93.1% | +76.1% | -169.3% | -85.5% |
| 10Y | -100.0% | -13.0% | -86.9% | -99.9% |
| All | -100.0% | +21.1% | -121.1% | -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