-100.0%
SQQQ vs SSNC
+173.6%
-273.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -0.3% |
| 7D | +1.8% | -4.0% | +5.8% | -3.7% |
| 30D | +4.2% | +0.5% | +3.6% | +5.1% |
| 3M | -3.3% | +18.9% | -22.2% | +19.5% |
| 6M | -43.6% | +10.8% | -54.5% | -37.2% |
| YTD | -41.9% | -7.1% | -34.7% | -49.6% |
| 1Y | -50.6% | -9.6% | -41.0% | -58.6% |
| 3Y | -89.3% | +51.1% | -140.4% | -76.8% |
| 5Y | -94.8% | +19.7% | -114.5% | -88.2% |
| All | -100.0% | +173.6% | -273.5% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 10y: compounded portfolio wealth divided by compounded SSNC 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…
10y analysis · Full analysis span regression · 6 months rolling