-100.0%
SQQQ vs SPGI
+292.2%
-392.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.5% |
| 7D | +1.8% | -7.4% | +9.2% | -9.2% |
| 30D | +4.2% | +0.4% | +3.8% | +4.7% |
| 3M | -3.3% | +5.3% | -8.5% | +2.6% |
| 6M | -43.6% | +1.7% | -45.3% | -44.1% |
| YTD | -41.9% | -16.4% | -25.5% | -58.3% |
| 1Y | -50.6% | -20.5% | -30.1% | -68.2% |
| 3Y | -89.3% | +14.2% | -103.5% | -84.0% |
| 5Y | -94.8% | +0.6% | -95.4% | -90.3% |
| All | -100.0% | +292.2% | -392.1% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 10y: compounded portfolio wealth divided by compounded SPGI 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…
10y analysis · Full analysis span regression · 6 months rolling