-100.0%
SQQQ vs SPXL
+8,084.9%
-8,184.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.8% | +5.1% | +1.2% |
| 7D | +4.1% | -6.0% | +10.1% | -2.8% |
| 30D | +4.6% | -5.8% | +10.4% | -1.4% |
| 3M | -10.4% | +10.9% | -21.3% | +7.1% |
| 6M | -42.1% | +31.9% | -74.0% | -9.5% |
| YTD | -40.3% | +25.8% | -66.1% | -8.8% |
| 1Y | -50.2% | +39.8% | -90.0% | -9.7% |
| 3Y | -89.4% | +219.9% | -309.3% | -12.3% |
| 5Y | -94.7% | +141.1% | -235.7% | -18.3% |
| 10Y | -100.0% | +1,223.7% | -1,323.6% | -82.6% |
| All | -100.0% | +8,084.9% | -8,184.9% | -94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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