-88.0%
SQQQ vs STM
+16.3%
-104.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.2% | +4.2% |
| 7D | -11.0% | +12.0% | -23.0% | -2.1% |
| 30D | +17.9% | -0.4% | +18.3% | +22.8% |
| 3M | +19.5% | -13.2% | +32.7% | +14.7% |
| 6M | +4.2% | -26.1% | +30.3% | -1.5% |
| YTD | -35.6% | +81.2% | -116.8% | +31.8% |
| 1Y | -37.7% | +98.3% | -136.0% | +38.7% |
| 3Y | -88.0% | +16.7% | -104.8% | -73.5% |
| All | -88.0% | +16.3% | -104.4% | -73.5% |
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