-100.0%
SQQQ vs SPGI
+1,675.7%
-1,775.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | -4.2% |
| 7D | -4.2% | -2.5% | -1.7% | -7.4% |
| 30D | +2.4% | +5.4% | -3.0% | +10.3% |
| 3M | -5.7% | +9.0% | -14.7% | +4.1% |
| 6M | -46.6% | +0.8% | -47.4% | -47.8% |
| YTD | -42.7% | -12.6% | -30.2% | -54.6% |
| 1Y | -52.6% | -16.1% | -36.5% | -65.3% |
| 3Y | -89.8% | +19.0% | -108.8% | -84.4% |
| 5Y | -94.7% | +5.1% | -99.8% | -89.9% |
| 10Y | -100.0% | +295.5% | -395.4% | -99.1% |
| All | -100.0% | +1,675.7% | -1,775.7% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling