-100.0%
SQQQ vs SW
+184.4%
-284.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.9% |
| 7D | +1.9% | +2.2% | -0.3% | +2.7% |
| 30D | +32.2% | +7.4% | +24.8% | +35.4% |
| 3M | +17.1% | -5.9% | +23.0% | +15.2% |
| 6M | +5.4% | +9.0% | -3.5% | +10.9% |
| YTD | -33.9% | +18.1% | -52.1% | -27.3% |
| 1Y | -31.3% | +28.7% | -60.0% | -22.1% |
| 3Y | -87.6% | +48.8% | -136.4% | -84.2% |
| 5Y | -93.3% | +2.5% | -95.7% | -91.3% |
| 10Y | -100.0% | +184.4% | -284.4% | -99.9% |
| All | -100.0% | +184.4% | -284.4% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling