-100.0%
SQQQ vs THC
+1,177.4%
-1,277.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | -0.6% |
| 7D | -4.2% | -2.6% | -1.6% | -5.1% |
| 30D | +2.4% | -1.2% | +3.6% | +2.0% |
| 3M | -5.7% | +58.9% | -64.6% | +14.8% |
| 6M | -46.6% | +9.3% | -55.9% | -44.0% |
| YTD | -42.7% | +30.4% | -73.1% | -35.0% |
| 1Y | -52.6% | +34.6% | -87.2% | -44.9% |
| 3Y | -89.8% | +246.7% | -336.5% | -80.1% |
| 5Y | -94.7% | +244.5% | -339.2% | -87.1% |
| 10Y | -100.0% | +950.1% | -1,050.1% | -99.8% |
| All | -100.0% | +1,177.4% | -1,277.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling