-100.0%
SQQQ vs SPYM
+862.2%
-962.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.9% | +1.4% |
| 7D | +4.1% | -2.0% | +6.0% | -2.2% |
| 30D | +4.6% | -1.6% | +6.2% | -0.2% |
| 3M | -10.4% | +4.7% | -15.2% | +8.9% |
| 6M | -42.1% | +12.6% | -54.7% | -7.0% |
| YTD | -40.3% | +11.8% | -52.1% | -4.2% |
| 1Y | -50.2% | +17.5% | -67.7% | -2.7% |
| 3Y | -89.4% | +77.0% | -166.4% | +12.8% |
| 5Y | -94.7% | +82.6% | -177.3% | +19.8% |
| 10Y | -100.0% | +320.3% | -420.3% | -76.7% |
| All | -100.0% | +862.2% | -962.2% | -95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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