-50.6%
SQQQ vs STZ
-11.8%
-38.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.4% |
| 7D | +1.8% | -4.5% | +6.3% | +2.5% |
| 30D | +4.2% | -8.6% | +12.7% | +5.6% |
| 3M | -3.3% | -13.8% | +10.5% | -1.0% |
| 6M | -43.6% | -17.2% | -26.5% | -42.1% |
| YTD | -41.9% | -9.4% | -32.5% | -38.3% |
| 1Y | -50.6% | -11.9% | -38.8% | -47.7% |
| All | -50.6% | -11.8% | -38.8% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling