-100.0%
SQQQ vs TEVA
-20.9%
-79.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -1.5% |
| 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% | +0.2% |
| 6M | -43.6% | +21.7% | -65.4% | -36.3% |
| YTD | -41.9% | +18.8% | -60.7% | -34.8% |
| 1Y | -50.6% | +86.5% | -137.1% | -28.2% |
| 3Y | -89.3% | +269.4% | -358.7% | -74.1% |
| 5Y | -94.8% | +303.6% | -398.4% | -83.8% |
| 10Y | -100.0% | -22.9% | -77.0% | -99.9% |
| All | -100.0% | -20.9% | -79.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling