-98.5%
SQQQ vs SNOW
+34.3%
-132.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.7% |
| 7D | +1.8% | -2.4% | +4.2% | +0.4% |
| 30D | +4.2% | -1.0% | +5.1% | +4.6% |
| 3M | -3.3% | +36.9% | -40.1% | +17.6% |
| 6M | -43.6% | +83.4% | -127.0% | -16.6% |
| YTD | -41.9% | +50.0% | -91.9% | -22.2% |
| 1Y | -50.6% | +46.5% | -97.2% | -33.1% |
| 3Y | -89.3% | +93.3% | -182.6% | -77.0% |
| 5Y | -94.8% | +3.3% | -98.1% | -86.0% |
| All | -98.5% | +34.3% | -132.7% | -94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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