-100.0%
SQQQ vs STZ
+850.7%
-950.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.6% | +6.0% | -4.1% |
| 7D | -4.2% | -7.4% | +3.2% | -9.8% |
| 30D | +2.4% | -10.9% | +13.3% | -6.6% |
| 3M | -5.7% | -13.4% | +7.8% | -16.1% |
| 6M | -46.6% | -16.2% | -30.4% | -53.8% |
| YTD | -42.7% | -10.4% | -32.3% | -47.9% |
| 1Y | -52.6% | -14.8% | -37.8% | -58.5% |
| 3Y | -89.8% | -50.1% | -39.7% | -94.0% |
| 5Y | -94.7% | -38.8% | -55.9% | -95.7% |
| 10Y | -100.0% | -14.1% | -85.9% | -99.9% |
| All | -100.0% | +850.7% | -950.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling