-100.0%
SQQQ vs SMTC
+981.4%
-1,081.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +1.5% |
| 7D | -2.7% | +22.5% | -25.2% | +13.5% |
| 30D | +2.4% | +24.9% | -22.5% | +23.0% |
| 3M | -8.0% | +4.1% | -12.1% | +5.3% |
| 6M | -43.9% | +92.6% | -136.5% | +11.8% |
| YTD | -42.2% | +122.5% | -164.7% | +32.5% |
| 1Y | -51.8% | +166.2% | -218.0% | +33.7% |
| 3Y | -89.7% | +577.2% | -666.9% | +7.9% |
| 5Y | -94.7% | +119.0% | -213.7% | -71.7% |
| 10Y | -100.0% | +527.9% | -627.8% | -98.8% |
| All | -100.0% | +981.4% | -1,081.4% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling