-94.8%
SQQQ vs SM
+108.4%
-203.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.7% |
| 7D | +1.8% | +4.6% | -2.7% | +3.4% |
| 30D | +4.2% | +18.2% | -14.1% | +10.7% |
| 3M | -3.3% | +22.5% | -25.8% | +3.5% |
| 6M | -43.6% | +50.6% | -94.2% | -34.3% |
| YTD | -41.9% | +108.1% | -150.0% | -20.8% |
| 1Y | -50.6% | +46.0% | -96.6% | -42.7% |
| 3Y | -89.3% | +2.9% | -92.2% | -86.9% |
| All | -94.8% | +108.4% | -203.2% | -90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 5y: compounded portfolio wealth divided by compounded SM 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…
5y analysis · Full analysis span regression · 6 months rolling