-89.4%
SQQQ vs STM
+18.5%
-107.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.2% |
| 7D | -2.7% | +1.7% | -4.4% | -1.4% |
| 30D | +2.4% | -5.2% | +7.6% | -1.0% |
| 3M | -8.0% | -29.6% | +21.6% | -23.1% |
| 6M | -43.9% | +54.4% | -98.3% | -7.2% |
| YTD | -42.2% | +99.5% | -141.7% | +20.8% |
| 1Y | -51.8% | +100.8% | -152.5% | +4.7% |
| All | -89.4% | +18.5% | -107.9% | -77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling