-93.4%
SQQQ vs SW
-1.7%
-91.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.9% | +0.2% |
| 7D | -17.4% | -3.0% | -14.4% | -18.4% |
| 30D | +20.4% | +4.2% | +16.2% | +22.4% |
| 3M | +11.2% | -11.5% | +22.8% | +6.4% |
| 6M | -2.6% | +8.6% | -11.2% | +3.3% |
| YTD | -37.9% | +15.0% | -52.9% | -31.1% |
| 1Y | -36.2% | +25.7% | -61.9% | -26.4% |
| 3Y | -88.4% | +44.8% | -133.2% | -84.8% |
| 5Y | -93.4% | -1.7% | -91.6% | -91.1% |
| All | -93.4% | -1.7% | -91.6% | -91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling