-100.0%
SQQQ vs SYF
+326.7%
-426.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | -0.5% |
| 7D | -2.7% | -1.3% | -1.4% | -3.7% |
| 30D | +2.4% | -1.1% | +3.5% | +1.8% |
| 3M | -8.0% | +7.4% | -15.4% | -0.1% |
| 6M | -43.9% | +16.2% | -60.2% | -33.8% |
| YTD | -42.2% | -6.1% | -36.1% | -42.6% |
| 1Y | -51.8% | +3.4% | -55.2% | -47.0% |
| 3Y | -89.7% | +162.9% | -252.6% | -67.5% |
| 5Y | -94.7% | +85.6% | -180.3% | -82.5% |
| 10Y | -100.0% | +262.7% | -362.7% | -99.6% |
| All | -100.0% | +326.7% | -426.7% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling