-100.0%
SQQQ vs SNPS
+585.4%
-685.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.6% | -2.5% |
| 7D | +1.8% | +0.9% | +0.9% | +3.0% |
| 30D | +4.2% | -3.6% | +7.8% | 0.0% |
| 3M | -3.3% | -12.9% | +9.6% | -17.6% |
| 6M | -43.6% | -8.2% | -35.4% | -46.0% |
| YTD | -41.9% | -15.4% | -26.5% | -49.0% |
| 1Y | -50.6% | -9.3% | -41.3% | -50.4% |
| 3Y | -89.3% | -14.0% | -75.3% | -84.9% |
| 5Y | -94.8% | +19.5% | -114.3% | -74.9% |
| All | -100.0% | +585.4% | -685.3% | -90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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