-99.9%
SQQQ vs SNAP
-76.3%
-23.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -1.4% |
| 7D | +1.8% | +3.8% | -2.0% | +3.4% |
| 30D | +4.2% | +9.2% | -5.1% | +8.4% |
| 3M | -3.3% | +6.6% | -9.8% | +2.1% |
| 6M | -43.6% | +16.9% | -60.5% | -36.1% |
| YTD | -41.9% | -29.6% | -12.3% | -45.3% |
| 1Y | -50.6% | -22.1% | -28.5% | -50.7% |
| 3Y | -89.3% | -39.8% | -49.5% | -87.5% |
| 5Y | -94.8% | -92.4% | -2.4% | -95.4% |
| All | -99.9% | -76.3% | -23.6% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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