-94.7%
SQQQ vs STZ
-37.5%
-57.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.9% | +1.4% | +4.4% |
| 7D | +4.1% | -4.1% | +8.2% | +1.4% |
| 30D | +4.6% | -7.6% | +12.2% | -0.4% |
| 3M | -10.4% | -12.3% | +1.9% | -17.7% |
| 6M | -42.1% | -16.3% | -25.8% | -48.6% |
| YTD | -40.3% | -8.4% | -32.0% | -42.8% |
| 1Y | -50.2% | -10.8% | -39.4% | -53.2% |
| 3Y | -89.4% | -49.0% | -40.4% | -94.1% |
| 5Y | -94.7% | -36.5% | -58.2% | -95.1% |
| All | -94.7% | -37.5% | -57.1% | -95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling