-100.0%
SQQQ vs SM
+34.9%
-134.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +1.0% |
| 7D | -2.7% | -0.2% | -2.5% | -2.8% |
| 30D | +2.4% | +20.3% | -17.9% | +7.6% |
| 3M | -8.0% | +22.9% | -30.9% | -3.2% |
| 6M | -43.9% | +47.8% | -91.8% | -38.0% |
| YTD | -42.2% | +107.5% | -149.7% | -29.4% |
| 1Y | -51.8% | +51.7% | -103.5% | -45.6% |
| 3Y | -89.7% | -0.9% | -88.9% | -88.3% |
| 5Y | -94.7% | +112.2% | -206.9% | -91.6% |
| 10Y | -100.0% | +20.3% | -120.3% | -99.9% |
| All | -100.0% | +34.9% | -134.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling