-37.7%
SQQQ vs SW
+24.2%
-61.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.6% | +3.4% |
| 7D | -11.0% | -2.9% | -8.1% | -12.0% |
| 30D | +17.9% | +5.0% | +12.9% | +20.2% |
| 3M | +19.5% | -13.7% | +33.1% | +12.5% |
| 6M | +4.2% | +8.0% | -3.8% | +11.2% |
| YTD | -35.6% | +14.0% | -49.6% | -28.9% |
| 1Y | -37.7% | +25.6% | -63.3% | -28.2% |
| All | -37.7% | +24.2% | -61.8% | -28.2% |
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