-100.0%
SQQQ vs STRL
+6,846.4%
-6,946.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.1% | +5.3% | +2.3% |
| 7D | +4.1% | +5.4% | -1.3% | +6.9% |
| 30D | +4.6% | -9.0% | +13.6% | +0.8% |
| 3M | -10.4% | -37.1% | +26.6% | -24.0% |
| 6M | -42.1% | +17.8% | -59.9% | -26.1% |
| YTD | -40.3% | +58.3% | -98.7% | -9.2% |
| 1Y | -50.2% | +61.0% | -111.2% | -19.1% |
| 3Y | -89.4% | +517.8% | -607.2% | -54.1% |
| 5Y | -94.7% | +2,119.0% | -2,213.7% | -47.0% |
| All | -100.0% | +6,846.4% | -6,946.4% | -99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling