-100.0%
SQQQ vs STM
+881.9%
-981.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | -0.1% |
| 7D | -4.2% | +5.2% | -9.4% | +0.5% |
| 30D | +2.4% | -7.4% | +9.8% | -3.8% |
| 3M | -5.7% | -30.6% | +25.0% | -25.7% |
| 6M | -46.6% | +66.4% | -113.0% | +2.5% |
| YTD | -42.7% | +101.1% | -143.9% | +34.9% |
| 1Y | -52.6% | +97.4% | -150.0% | +12.9% |
| 3Y | -89.8% | +21.1% | -111.0% | -78.0% |
| 5Y | -94.7% | +22.5% | -117.2% | -80.9% |
| 10Y | -100.0% | +657.6% | -757.6% | -98.7% |
| All | -100.0% | +881.9% | -981.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling