-87.4%
SQQQ vs SW
+39.0%
-126.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -4.2% |
| 7D | +14.0% | +2.3% | +11.7% | +15.5% |
| 30D | +48.7% | +6.8% | +42.0% | +53.5% |
| 3M | +25.0% | -5.2% | +30.2% | +22.4% |
| 6M | +7.8% | +7.4% | +0.4% | +15.3% |
| YTD | -27.7% | +17.4% | -45.1% | -16.7% |
| 1Y | -29.0% | +27.1% | -56.1% | -14.5% |
| 3Y | -87.4% | +47.9% | -135.3% | -85.2% |
| All | -87.4% | +39.0% | -126.4% | -85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling