-53.5%
SQQQ vs STRL
+76.3%
-129.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.2% | +1.6% |
| 7D | -0.9% | +3.4% | -4.3% | +0.3% |
| 30D | -0.3% | -9.2% | +9.0% | -3.0% |
| 3M | +2.7% | -51.0% | +53.8% | -14.7% |
| 6M | -43.8% | +15.8% | -59.6% | -32.0% |
| YTD | -42.9% | +58.9% | -101.8% | -17.8% |
| 1Y | -53.5% | +68.5% | -122.1% | -31.6% |
| All | -53.5% | +76.3% | -129.8% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling