-36.0%
SQQQ vs SPG
+34.3%
-70.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.9% | -5.7% | -3.4% |
| 7D | +14.6% | +8.2% | +6.4% | +12.7% |
| 30D | +28.9% | +13.5% | +15.4% | +26.0% |
| 3M | +13.1% | +2.2% | +10.9% | +11.5% |
| 6M | -15.2% | +15.9% | -31.1% | -12.6% |
| YTD | -37.0% | +27.6% | -64.6% | -33.1% |
| 1Y | -36.0% | +30.9% | -66.9% | -32.3% |
| All | -36.0% | +34.3% | -70.2% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling