-92.1%
SQQQ vs SW
-2.6%
-89.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -4.1% |
| 7D | +14.0% | +2.3% | +11.7% | +15.2% |
| 30D | +48.7% | +6.8% | +42.0% | +52.7% |
| 3M | +25.0% | -5.2% | +30.2% | +23.0% |
| 6M | +7.8% | +7.4% | +0.4% | +13.9% |
| YTD | -27.7% | +17.4% | -45.1% | -19.0% |
| 1Y | -29.0% | +27.1% | -56.1% | -17.7% |
| 3Y | -87.4% | +47.9% | -135.3% | -83.4% |
| All | -92.1% | -2.6% | -89.6% | -89.2% |
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 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