-94.7%
SQQQ vs SPG
+103.4%
-198.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.3% |
| 7D | +4.1% | -2.2% | +6.3% | +1.2% |
| 30D | +4.6% | -5.8% | +10.4% | -3.0% |
| 3M | -10.4% | -2.8% | -7.6% | -14.3% |
| 6M | -42.1% | +8.9% | -51.0% | -35.1% |
| YTD | -40.3% | +14.3% | -54.6% | -28.6% |
| 1Y | -50.2% | +19.5% | -69.7% | -36.7% |
| 3Y | -89.4% | +106.9% | -196.3% | -63.3% |
| 5Y | -94.7% | +108.7% | -203.4% | -72.5% |
| All | -94.7% | +103.4% | -198.0% | -72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling