-100.0%
SQQQ vs SO
+480.8%
-580.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +1.2% |
| 7D | -4.2% | +1.0% | -5.2% | -3.3% |
| 30D | +2.4% | -3.2% | +5.6% | -0.4% |
| 3M | -5.7% | -1.7% | -4.0% | -7.9% |
| 6M | -46.6% | -7.2% | -39.4% | -50.7% |
| YTD | -42.7% | +4.6% | -47.3% | -41.3% |
| 1Y | -52.6% | +1.2% | -53.8% | -53.1% |
| 3Y | -89.8% | +45.3% | -135.1% | -85.5% |
| 5Y | -94.7% | +58.7% | -153.4% | -90.8% |
| 10Y | -100.0% | +155.9% | -255.8% | -99.9% |
| All | -100.0% | +480.8% | -580.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling