-100.0%
SQQQ vs SO
+159.0%
-258.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -3.1% |
| 7D | +1.8% | -1.1% | +2.9% | +1.0% |
| 30D | +4.2% | -5.0% | +9.2% | +0.2% |
| 3M | -3.3% | -5.8% | +2.5% | -8.2% |
| 6M | -43.6% | -7.9% | -35.7% | -47.8% |
| YTD | -41.9% | +2.4% | -44.3% | -41.4% |
| 1Y | -50.6% | -2.3% | -48.4% | -52.4% |
| 3Y | -89.3% | +41.9% | -131.2% | -85.3% |
| 5Y | -94.8% | +58.1% | -152.9% | -91.2% |
| All | -100.0% | +159.0% | -258.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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