-100.0%
SQQQ vs STRL
+2,601.2%
-2,701.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.2% | +2.2% |
| 7D | -0.9% | +3.4% | -4.3% | +0.7% |
| 30D | -0.3% | -9.2% | +9.0% | -3.7% |
| 3M | +2.7% | -51.0% | +53.8% | -20.0% |
| 6M | -43.8% | +15.8% | -59.6% | -30.1% |
| YTD | -42.9% | +58.9% | -101.8% | -16.2% |
| 1Y | -53.5% | +68.5% | -122.1% | -26.2% |
| 3Y | -89.4% | +485.2% | -574.6% | -61.4% |
| 5Y | -94.7% | +2,005.1% | -2,099.8% | -59.7% |
| 10Y | -100.0% | +7,118.0% | -7,217.9% | -99.3% |
| All | -100.0% | +2,601.2% | -2,701.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling