-100.0%
SQQQ vs THC
+1,021.1%
-1,121.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.1% | +5.3% | +2.4% |
| 7D | +4.1% | 0.0% | +4.1% | +4.1% |
| 30D | +4.6% | +1.5% | +3.1% | +5.3% |
| 3M | -10.4% | +59.9% | -70.3% | +8.6% |
| 6M | -42.1% | +11.0% | -53.1% | -39.0% |
| YTD | -40.3% | +32.6% | -72.9% | -32.0% |
| 1Y | -50.2% | +37.4% | -87.6% | -41.8% |
| 3Y | -89.4% | +252.5% | -341.9% | -79.5% |
| 5Y | -94.7% | +262.3% | -357.0% | -87.1% |
| All | -100.0% | +1,021.1% | -1,121.1% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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