-100.0%
SQQQ vs SW
+620.0%
-720.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | -1.5% | +20.7% | +18.9% |
| 7D | +31.0% | +4.7% | +26.3% | +32.5% |
| 30D | +55.7% | +5.0% | +50.7% | +57.6% |
| 3M | +31.2% | -7.3% | +38.6% | +29.4% |
| 6M | +5.1% | +15.0% | -9.9% | +10.6% |
| YTD | -24.9% | +18.5% | -43.4% | -19.3% |
| 1Y | -22.1% | +27.1% | -49.2% | -14.8% |
| 3Y | -87.1% | +49.3% | -136.4% | -84.6% |
| 5Y | -91.8% | -1.6% | -90.2% | -90.2% |
| 10Y | -100.0% | +185.4% | -285.3% | -99.9% |
| All | -100.0% | +620.0% | -720.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling