-100.0%
SQQQ vs SNY
+139.5%
-239.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.5% |
| 7D | +1.8% | -3.3% | +5.1% | -1.7% |
| 30D | +4.2% | -2.2% | +6.3% | +1.8% |
| 3M | -3.3% | -3.0% | -0.2% | -7.3% |
| 6M | -43.6% | +2.7% | -46.4% | -42.3% |
| YTD | -41.9% | -6.8% | -35.0% | -46.3% |
| 1Y | -50.6% | -5.3% | -45.4% | -53.3% |
| 3Y | -89.3% | -9.8% | -79.5% | -90.3% |
| 5Y | -94.8% | +9.7% | -104.5% | -93.3% |
| 10Y | -100.0% | +64.5% | -164.5% | -99.9% |
| All | -100.0% | +139.5% | -239.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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