+7.8%
SQQQ vs SW
+9.6%
-1.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +21.7% |
| 6M | +7.8% | +7.4% | +0.4% | +18.2% |
| All | +7.8% | +9.6% | -1.8% | +18.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling