-100.0%
SQQQ vs SYY
+381.6%
-481.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.4% | +4.1% |
| 7D | +4.1% | +1.5% | +2.6% | +5.4% |
| 30D | +4.6% | -2.3% | +6.9% | +2.2% |
| 3M | -10.4% | +5.5% | -15.9% | -6.7% |
| 6M | -42.1% | -1.0% | -41.1% | -42.5% |
| YTD | -40.3% | +14.1% | -54.5% | -32.0% |
| 1Y | -50.2% | +5.6% | -55.7% | -47.7% |
| 3Y | -89.4% | +27.9% | -117.3% | -85.8% |
| 5Y | -94.7% | +22.7% | -117.4% | -91.7% |
| 10Y | -100.0% | +113.9% | -213.9% | -99.8% |
| All | -100.0% | +381.6% | -481.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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