-94.7%
SQQQ vs STM
+17.3%
-111.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.8% | +1.7% |
| 7D | +4.1% | -1.1% | +5.1% | +3.1% |
| 30D | +4.6% | -7.8% | +12.4% | -2.7% |
| 3M | -10.4% | -28.2% | +17.8% | -28.7% |
| 6M | -42.1% | +52.0% | -94.1% | +8.7% |
| YTD | -40.3% | +96.4% | -136.7% | +51.8% |
| 1Y | -50.2% | +98.8% | -149.0% | +32.7% |
| 3Y | -89.4% | +18.3% | -107.7% | -78.2% |
| 5Y | -94.7% | +17.7% | -112.4% | -78.8% |
| All | -94.7% | +17.3% | -111.9% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling