-100.0%
SQQQ vs SLV
+295.8%
-395.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | 0.0% |
| 7D | -4.2% | +2.5% | -6.7% | -3.1% |
| 30D | +2.4% | +3.3% | -0.8% | +4.1% |
| 3M | -5.7% | -3.6% | -2.1% | -5.0% |
| 6M | -46.6% | -21.8% | -24.8% | -48.9% |
| YTD | -42.7% | -7.8% | -34.9% | -38.5% |
| 1Y | -52.6% | +58.3% | -110.9% | -35.0% |
| 3Y | -89.8% | +182.6% | -272.4% | -81.2% |
| 5Y | -94.7% | +167.8% | -262.5% | -89.7% |
| 10Y | -100.0% | +218.9% | -318.8% | -99.9% |
| All | -100.0% | +295.8% | -395.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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