-100.0%
SQQQ vs STT
+267.9%
-367.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +2.9% |
| 7D | +4.1% | -1.4% | +5.4% | +2.6% |
| 30D | +4.6% | +2.2% | +2.4% | +7.3% |
| 3M | -10.4% | +18.8% | -29.2% | +9.4% |
| 6M | -42.1% | +57.9% | -100.0% | -2.0% |
| YTD | -40.3% | +51.0% | -91.3% | -2.2% |
| 1Y | -50.2% | +77.1% | -127.3% | -1.1% |
| 3Y | -89.4% | +199.8% | -289.2% | -55.9% |
| 5Y | -94.7% | +156.0% | -250.6% | -73.2% |
| All | -100.0% | +267.9% | -367.8% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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