-100.0%
SQQQ vs STLD
+1,117.5%
-1,217.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.5% | +4.8% | +2.1% |
| 7D | +4.1% | -3.6% | +7.7% | +1.3% |
| 30D | +4.6% | -10.1% | +14.7% | -2.9% |
| 3M | -10.4% | -11.4% | +1.0% | -17.8% |
| 6M | -42.1% | +30.8% | -72.9% | -26.4% |
| YTD | -40.3% | +40.7% | -81.0% | -19.3% |
| 1Y | -50.2% | +80.8% | -131.0% | -16.7% |
| 3Y | -89.4% | +140.2% | -229.6% | -73.6% |
| 5Y | -94.7% | +288.5% | -383.1% | -75.8% |
| All | -100.0% | +1,117.5% | -1,217.5% | -99.4% |
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