-94.7%
SQQQ vs SO
+57.1%
-151.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +3.9% | +3.1% |
| 7D | +4.1% | -1.1% | +5.2% | +3.8% |
| 30D | +4.6% | -3.7% | +8.4% | +3.6% |
| 3M | -10.4% | -5.9% | -4.5% | -12.0% |
| 6M | -42.1% | -7.3% | -34.8% | -43.6% |
| YTD | -40.3% | +3.1% | -43.4% | -39.3% |
| 1Y | -50.2% | -1.0% | -49.2% | -50.3% |
| 3Y | -89.4% | +43.2% | -132.6% | -85.7% |
| 5Y | -94.7% | +59.1% | -153.8% | -91.9% |
| All | -94.7% | +57.1% | -151.8% | -91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling