-100.0%
SQQQ vs STM
+672.2%
-772.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -1.1% |
| 7D | +1.8% | -1.4% | +3.2% | +0.5% |
| 30D | +4.2% | -4.9% | +9.1% | -0.1% |
| 3M | -3.3% | -34.0% | +30.7% | -30.4% |
| 6M | -43.6% | +51.8% | -95.5% | +4.3% |
| YTD | -41.9% | +99.4% | -141.2% | +47.2% |
| 1Y | -50.6% | +99.1% | -149.7% | +28.6% |
| 3Y | -89.3% | +19.5% | -108.8% | -76.6% |
| 5Y | -94.8% | +19.5% | -114.3% | -80.0% |
| All | -100.0% | +672.2% | -772.2% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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