-94.7%
SQQQ vs STLA
-63.7%
-31.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.4% | +3.1% |
| 7D | +4.1% | -3.8% | +7.9% | +1.0% |
| 30D | +4.6% | -3.1% | +7.7% | +2.6% |
| 3M | -10.4% | -19.6% | +9.2% | -23.2% |
| 6M | -42.1% | -23.5% | -18.6% | -50.4% |
| YTD | -40.3% | -51.5% | +11.2% | -65.2% |
| 1Y | -50.2% | -39.7% | -10.5% | -63.0% |
| 3Y | -89.4% | -66.3% | -23.1% | -94.0% |
| 5Y | -94.7% | -63.1% | -31.5% | -94.3% |
| All | -94.7% | -63.7% | -31.0% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 5y: compounded portfolio wealth divided by compounded STLA 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…
5y analysis · Full analysis span regression · 6 months rolling