-100.0%
SQQQ vs SPYG
+1,149.7%
-1,249.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +0.6% |
| 7D | +4.1% | -1.8% | +5.9% | -1.7% |
| 30D | +4.6% | -1.9% | +6.5% | -0.9% |
| 3M | -10.4% | +5.2% | -15.6% | +12.4% |
| 6M | -42.1% | +15.6% | -57.7% | +4.4% |
| YTD | -40.3% | +12.4% | -52.8% | +1.3% |
| 1Y | -50.2% | +17.5% | -67.6% | +1.8% |
| 3Y | -89.4% | +98.1% | -187.5% | +90.0% |
| 5Y | -94.7% | +84.9% | -179.6% | +66.9% |
| 10Y | -100.0% | +417.7% | -517.7% | +6.9% |
| All | -100.0% | +1,149.7% | -1,249.7% | -48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling