-89.8%
SQQQ vs STLD
+141.4%
-231.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | -0.2% |
| 7D | -4.2% | +2.7% | -6.8% | -2.2% |
| 30D | +2.4% | -8.4% | +10.9% | -3.8% |
| 3M | -5.7% | -9.9% | +4.2% | -12.6% |
| 6M | -46.6% | +33.0% | -79.6% | -29.8% |
| YTD | -42.7% | +42.6% | -85.3% | -19.5% |
| 1Y | -52.6% | +80.8% | -133.3% | -16.5% |
| 3Y | -89.8% | +143.4% | -233.2% | -73.0% |
| All | -89.8% | +141.4% | -231.3% | -73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling