-100.0%
SQQQ vs SPXU
-100.0%
0.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | -0.7% |
| 7D | -2.7% | +1.3% | -4.0% | -4.1% |
| 30D | +2.4% | +5.1% | -2.7% | -3.1% |
| 3M | -8.0% | -9.1% | +1.1% | +5.1% |
| 6M | -43.9% | -29.6% | -14.4% | -13.6% |
| YTD | -42.2% | -27.7% | -14.5% | -13.1% |
| 1Y | -51.8% | -37.0% | -14.8% | -14.5% |
| 3Y | -89.7% | -80.2% | -9.6% | -27.4% |
| 5Y | -94.7% | -86.0% | -8.7% | -34.7% |
| 10Y | -100.0% | -99.5% | -0.4% | -84.4% |
| All | -100.0% | -100.0% | 0.0% | -93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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