-43.6%
SQQQ vs SPYG
+16.3%
-60.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | 0.0% |
| 7D | +1.8% | -0.9% | +2.7% | -0.9% |
| 30D | +4.2% | -1.5% | +5.7% | 0.0% |
| 3M | -3.3% | +3.7% | -7.0% | +15.3% |
| 6M | -43.6% | +16.4% | -60.1% | -2.2% |
| All | -43.6% | +16.3% | -60.0% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 6mo: compounded portfolio wealth divided by compounded SPYG 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…
6mo analysis · Full analysis span regression · 6 months rolling