-100.0%
SQQQ vs STT
+534.6%
-634.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | -1.0% |
| 7D | -4.2% | +2.2% | -6.3% | -1.7% |
| 30D | +2.4% | +3.9% | -1.5% | +7.2% |
| 3M | -5.7% | +19.2% | -24.8% | +16.8% |
| 6M | -46.6% | +60.4% | -107.0% | -5.6% |
| YTD | -42.7% | +51.5% | -94.2% | -3.6% |
| 1Y | -52.6% | +76.3% | -128.9% | -3.2% |
| 3Y | -89.8% | +200.7% | -290.6% | -54.3% |
| 5Y | -94.7% | +157.5% | -252.2% | -71.4% |
| 10Y | -100.0% | +262.0% | -362.0% | -99.4% |
| All | -100.0% | +534.6% | -634.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling