-94.6%
SQQQ vs SW
-2.3%
-92.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | +0.1% |
| 7D | -0.9% | -5.1% | +4.2% | -2.9% |
| 30D | -0.3% | -4.6% | +4.3% | -1.9% |
| 3M | +2.7% | +9.4% | -6.7% | +8.5% |
| 6M | -43.8% | +3.5% | -47.3% | -40.7% |
| YTD | -42.9% | +22.0% | -64.9% | -35.3% |
| 1Y | -53.5% | +2.2% | -55.7% | -50.4% |
| 3Y | -89.4% | +19.6% | -109.0% | -86.8% |
| All | -94.6% | -2.3% | -92.3% | -92.8% |
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