-100.0%
SQQQ vs SMTC
+548.2%
-648.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.1% | -7.7% | +1.0% |
| 7D | +1.8% | +13.1% | -11.3% | +11.3% |
| 30D | +4.2% | +19.5% | -15.3% | +20.0% |
| 3M | -3.3% | +2.2% | -5.5% | +8.4% |
| 6M | -43.6% | +94.9% | -138.5% | +10.0% |
| YTD | -41.9% | +127.0% | -168.8% | +30.4% |
| 1Y | -50.6% | +174.6% | -225.2% | +33.9% |
| 3Y | -89.3% | +615.9% | -705.2% | +10.1% |
| 5Y | -94.8% | +125.6% | -220.4% | -74.7% |
| All | -100.0% | +548.2% | -648.2% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling