-88.6%
SQQQ vs STLD
+129.0%
-217.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.2% | -8.1% | -6.0% |
| 7D | -2.4% | -0.5% | -2.0% | -1.5% |
| 30D | +20.6% | -0.1% | +20.6% | +22.4% |
| 3M | +7.8% | -9.2% | +17.0% | +2.4% |
| 6M | -1.0% | +1.8% | -2.8% | +4.0% |
| YTD | -38.5% | +42.1% | -80.6% | -11.8% |
| 1Y | -36.6% | +58.5% | -95.1% | +0.8% |
| All | -88.6% | +129.0% | -217.6% | -71.2% |
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