-100.0%
SQQQ vs SPG
+531.5%
-631.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.3% | -1.9% |
| 7D | -2.7% | -2.7% | 0.0% | -4.8% |
| 30D | +2.4% | -7.3% | +9.7% | -3.6% |
| 3M | -8.0% | -3.5% | -4.5% | -11.0% |
| 6M | -43.9% | +8.5% | -52.4% | -40.0% |
| YTD | -42.2% | +13.0% | -55.2% | -36.0% |
| 1Y | -51.8% | +18.0% | -69.8% | -44.6% |
| 3Y | -89.7% | +104.5% | -194.3% | -78.9% |
| 5Y | -94.7% | +102.0% | -196.7% | -86.4% |
| 10Y | -100.0% | +61.9% | -161.9% | -99.9% |
| All | -100.0% | +531.5% | -631.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling