-100.0%
SQQQ vs T
+327.2%
-427.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.6% | -0.7% |
| 7D | -2.7% | -3.1% | +0.4% | -5.4% |
| 30D | +2.4% | +4.6% | -2.2% | +6.5% |
| 3M | -8.0% | +12.2% | -20.2% | +0.3% |
| 6M | -43.9% | -6.5% | -37.5% | -49.2% |
| YTD | -42.2% | +4.9% | -47.1% | -41.8% |
| 1Y | -51.8% | -10.5% | -41.3% | -59.1% |
| 3Y | -89.7% | +104.6% | -194.3% | -77.9% |
| 5Y | -94.7% | +64.2% | -158.9% | -90.5% |
| 10Y | -100.0% | +68.4% | -168.4% | -99.9% |
| All | -100.0% | +327.2% | -427.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling