-100.0%
SQQQ vs STLD
+790.2%
-890.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.3% |
| 7D | -17.4% | +6.9% | -24.3% | -13.0% |
| 30D | +20.4% | -1.5% | +21.9% | +21.0% |
| 3M | +11.2% | -9.7% | +20.9% | +5.3% |
| 6M | -2.6% | +2.3% | -4.9% | +2.4% |
| YTD | -37.9% | +41.0% | -78.9% | -14.0% |
| 1Y | -36.2% | +51.8% | -88.0% | -5.9% |
| 3Y | -88.4% | +126.4% | -214.8% | -71.7% |
| 5Y | -93.4% | +285.7% | -379.1% | -69.2% |
| All | -100.0% | +790.2% | -890.2% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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