-89.3%
SQQQ vs SSNC
+49.3%
-138.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -1.1% |
| 7D | +1.8% | -4.0% | +5.8% | -1.7% |
| 30D | +4.2% | +0.5% | +3.6% | +4.9% |
| 3M | -3.3% | +18.9% | -22.2% | +10.8% |
| 6M | -43.6% | +10.8% | -54.5% | -40.7% |
| YTD | -41.9% | -7.1% | -34.7% | -51.2% |
| 1Y | -50.6% | -9.6% | -41.0% | -60.1% |
| 3Y | -89.3% | +51.1% | -140.4% | -81.3% |
| All | -89.3% | +49.3% | -138.6% | -81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling