-100.0%
SQQQ vs SW
+613.2%
-713.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -4.0% |
| 7D | +14.0% | +2.3% | +11.7% | +14.8% |
| 30D | +48.7% | +6.8% | +42.0% | +51.1% |
| 3M | +25.0% | -5.2% | +30.2% | +23.9% |
| 6M | +7.8% | +7.4% | +0.4% | +11.5% |
| YTD | -27.7% | +17.4% | -45.1% | -22.5% |
| 1Y | -29.0% | +27.1% | -56.1% | -22.4% |
| 3Y | -87.4% | +47.9% | -135.3% | -85.0% |
| 5Y | -92.1% | -2.6% | -89.5% | -90.5% |
| 10Y | -100.0% | +182.7% | -282.6% | -99.9% |
| All | -100.0% | +613.2% | -713.2% | -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