-94.8%
SQQQ vs SPY
+82.3%
-177.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.4% | +0.6% |
| 7D | +1.8% | -0.8% | +2.6% | -1.0% |
| 30D | +4.2% | -1.1% | +5.2% | +0.6% |
| 3M | -3.3% | +3.9% | -7.1% | +17.3% |
| 6M | -43.6% | +13.6% | -57.3% | +1.7% |
| YTD | -41.9% | +12.7% | -54.6% | +4.1% |
| 1Y | -50.6% | +17.5% | -68.1% | +7.8% |
| 3Y | -89.3% | +76.9% | -166.2% | +73.1% |
| All | -94.8% | +82.3% | -177.1% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling