-100.0%
SQQQ vs SRE
+468.8%
-568.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -3.4% |
| 7D | +1.8% | -0.8% | +2.6% | +0.9% |
| 30D | +4.2% | -3.0% | +7.2% | +0.5% |
| 3M | -3.3% | -8.3% | +5.0% | -12.4% |
| 6M | -43.6% | -8.9% | -34.7% | -49.5% |
| YTD | -41.9% | -4.3% | -37.6% | -45.0% |
| 1Y | -50.6% | +2.7% | -53.4% | -49.2% |
| 3Y | -89.3% | +28.7% | -118.0% | -84.0% |
| 5Y | -94.8% | +47.1% | -141.9% | -89.6% |
| 10Y | -100.0% | +121.7% | -221.7% | -99.8% |
| All | -100.0% | +468.8% | -568.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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