-89.0%
SQQQ vs SPOT
+234.5%
-323.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.1% |
| 7D | +4.1% | -6.9% | +10.9% | +0.7% |
| 30D | +4.6% | +4.1% | +0.5% | +6.7% |
| 3M | -10.4% | +3.7% | -14.1% | -9.3% |
| 6M | -42.1% | -1.6% | -40.5% | -42.6% |
| YTD | -40.3% | -10.2% | -30.2% | -44.2% |
| 1Y | -50.2% | -25.9% | -24.3% | -58.8% |
| All | -89.0% | +234.5% | -323.5% | -71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling