-99.9%
SQQQ vs SPOT
+216.9%
-316.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.0% |
| 7D | +1.8% | -3.1% | +4.9% | -0.5% |
| 30D | +4.2% | +7.4% | -3.2% | +9.8% |
| 3M | -3.3% | +8.2% | -11.5% | +2.1% |
| 6M | -43.6% | +2.2% | -45.9% | -42.6% |
| YTD | -41.9% | -9.5% | -32.4% | -45.8% |
| 1Y | -50.6% | -23.8% | -26.8% | -59.7% |
| 3Y | -89.3% | +233.5% | -322.8% | -61.2% |
| 5Y | -94.8% | +112.2% | -207.0% | -76.6% |
| All | -99.9% | +216.9% | -316.8% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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