-99.9%
SQQQ vs SNAP
-77.4%
-22.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | 0.0% |
| 7D | -4.2% | +1.5% | -5.6% | -3.5% |
| 30D | +2.4% | +1.9% | +0.6% | +3.6% |
| 3M | -5.7% | -3.9% | -1.8% | -4.4% |
| 6M | -46.6% | +5.2% | -51.8% | -41.9% |
| YTD | -42.7% | -32.7% | -10.0% | -47.1% |
| 1Y | -52.6% | -24.8% | -27.8% | -53.3% |
| 3Y | -89.8% | -42.2% | -47.7% | -88.3% |
| 5Y | -94.7% | -92.7% | -2.0% | -95.4% |
| All | -99.9% | -77.4% | -22.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling