-36.0%
SQQQ vs SW
+29.5%
-65.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.1% | -6.9% | -1.2% |
| 7D | +14.6% | +12.1% | +2.5% | +19.7% |
| 30D | +28.9% | +6.6% | +22.3% | +31.9% |
| 3M | +13.1% | -6.0% | +19.1% | +10.3% |
| 6M | -15.2% | +21.5% | -36.7% | -5.3% |
| YTD | -37.0% | +20.3% | -57.3% | -28.7% |
| 1Y | -36.0% | +28.1% | -64.1% | -25.8% |
| All | -36.0% | +29.5% | -65.5% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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