-100.0%
SQQQ vs T
+75.2%
-175.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -1.3% |
| 7D | +1.8% | +1.5% | +0.3% | +2.8% |
| 30D | +4.2% | +7.5% | -3.3% | +9.2% |
| 3M | -3.3% | +14.8% | -18.1% | +4.8% |
| 6M | -43.6% | -1.7% | -41.9% | -45.9% |
| YTD | -41.9% | +8.7% | -50.6% | -39.9% |
| 1Y | -50.6% | -7.5% | -43.2% | -55.4% |
| 3Y | -89.3% | +110.2% | -199.5% | -79.5% |
| 5Y | -94.8% | +71.6% | -166.4% | -91.2% |
| All | -100.0% | +75.2% | -175.1% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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