-94.7%
SQQQ vs SNAP
-92.7%
-2.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.0% | -0.7% | +5.0% |
| 7D | +4.1% | -3.2% | +7.2% | +2.6% |
| 30D | +4.6% | +0.2% | +4.4% | +5.1% |
| 3M | -10.4% | +2.6% | -13.0% | -6.8% |
| 6M | -42.1% | +12.4% | -54.5% | -35.0% |
| YTD | -40.3% | -31.6% | -8.7% | -44.8% |
| 1Y | -50.2% | -21.7% | -28.5% | -50.3% |
| 3Y | -89.4% | -41.2% | -48.2% | -87.5% |
| 5Y | -94.7% | -92.6% | -2.1% | -95.2% |
| All | -94.7% | -92.7% | -2.0% | -95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling