-94.8%
SQQQ vs TEVA
+300.5%
-395.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -1.6% |
| 7D | +1.8% | +2.0% | -0.2% | +2.9% |
| 30D | +4.2% | +1.0% | +3.2% | +4.8% |
| 3M | -3.3% | +7.3% | -10.6% | -0.1% |
| 6M | -43.6% | +21.7% | -65.4% | -36.6% |
| YTD | -41.9% | +18.8% | -60.7% | -35.0% |
| 1Y | -50.6% | +86.5% | -137.1% | -29.0% |
| 3Y | -89.3% | +269.4% | -358.7% | -73.3% |
| All | -94.8% | +300.5% | -395.3% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 5y: compounded portfolio wealth divided by compounded TEVA 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…
5y analysis · Full analysis span regression · 6 months rolling