-100.0%
SQQQ vs SYK
+179.2%
-279.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.6% | +0.1% |
| 7D | +1.8% | -9.1% | +10.9% | -9.9% |
| 30D | +4.2% | -20.6% | +24.8% | -23.0% |
| 3M | -3.3% | -9.6% | +6.3% | -17.4% |
| 6M | -43.6% | -19.9% | -23.8% | -59.9% |
| YTD | -41.9% | -21.2% | -20.7% | -59.7% |
| 1Y | -50.6% | -28.4% | -22.2% | -70.4% |
| 3Y | -89.3% | -5.3% | -84.0% | -88.6% |
| 5Y | -94.8% | +6.0% | -100.8% | -90.4% |
| All | -100.0% | +179.2% | -279.2% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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