-100.0%
SQQQ vs STLA
+252.7%
-352.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | -1.4% |
| 7D | -4.2% | +0.7% | -4.9% | -3.6% |
| 30D | +2.4% | -2.4% | +4.8% | +1.6% |
| 3M | -5.7% | -23.9% | +18.2% | -17.7% |
| 6M | -46.6% | -24.6% | -22.0% | -52.4% |
| YTD | -42.7% | -50.5% | +7.8% | -59.8% |
| 1Y | -52.6% | -39.8% | -12.7% | -61.5% |
| 3Y | -89.8% | -65.6% | -24.2% | -92.7% |
| 5Y | -94.7% | -62.1% | -32.6% | -94.8% |
| 10Y | -100.0% | +47.8% | -147.7% | -99.9% |
| All | -100.0% | +252.7% | -352.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling