-100.0%
SQQQ vs STLD
+2,107.3%
-2,207.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.2% | +7.0% | +1.2% |
| 7D | -11.0% | +2.9% | -13.9% | -8.6% |
| 30D | +17.9% | -5.6% | +23.5% | +14.7% |
| 3M | +19.5% | -11.7% | +31.2% | +10.8% |
| 6M | +4.2% | -2.8% | +7.0% | +5.4% |
| YTD | -35.6% | +36.4% | -72.1% | -11.8% |
| 1Y | -37.7% | +50.0% | -87.7% | -7.3% |
| 3Y | -88.0% | +122.3% | -210.4% | -70.2% |
| 5Y | -93.1% | +273.2% | -366.3% | -66.2% |
| 10Y | -100.0% | +763.8% | -863.8% | -99.3% |
| All | -100.0% | +2,107.3% | -2,207.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling