-94.7%
SQQQ vs STRL
+2,102.6%
-2,197.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +0.1% |
| 7D | -2.7% | +8.2% | -10.9% | +1.4% |
| 30D | +2.4% | -6.3% | +8.7% | -0.1% |
| 3M | -8.0% | -41.2% | +33.2% | -25.4% |
| 6M | -43.9% | +20.4% | -64.3% | -25.6% |
| YTD | -42.2% | +61.7% | -103.9% | -5.7% |
| 1Y | -51.8% | +72.7% | -124.5% | -12.4% |
| 3Y | -89.7% | +530.9% | -620.7% | -39.2% |
| 5Y | -94.7% | +2,125.4% | -2,220.1% | +20.9% |
| All | -94.7% | +2,102.6% | -2,197.3% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling