-100.0%
SQQQ vs SYF
+258.4%
-358.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.0% |
| 7D | +1.8% | -4.9% | +6.7% | -2.4% |
| 30D | +4.2% | -4.3% | +8.5% | +0.7% |
| 3M | -3.3% | +5.5% | -8.8% | +2.9% |
| 6M | -43.6% | +17.5% | -61.2% | -32.9% |
| YTD | -41.9% | -7.8% | -34.1% | -43.1% |
| 1Y | -50.6% | +1.6% | -52.3% | -46.5% |
| 3Y | -89.3% | +154.8% | -244.1% | -67.3% |
| 5Y | -94.8% | +79.5% | -174.3% | -83.4% |
| All | -100.0% | +258.4% | -358.3% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 10y: compounded portfolio wealth divided by compounded SYF 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…
10y analysis · Full analysis span regression · 6 months rolling