-89.3%
SQQQ vs TROW
+11.3%
-100.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -4.1% |
| 7D | +1.8% | -3.2% | +5.0% | -2.4% |
| 30D | +4.2% | -4.6% | +8.8% | -2.0% |
| 3M | -3.3% | -0.7% | -2.6% | -2.8% |
| 6M | -43.6% | +22.2% | -65.9% | -23.0% |
| YTD | -41.9% | +6.6% | -48.5% | -33.2% |
| 1Y | -50.6% | +5.8% | -56.5% | -43.0% |
| 3Y | -89.3% | +11.6% | -100.9% | -82.3% |
| All | -89.3% | +11.3% | -100.6% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 3y: compounded portfolio wealth divided by compounded TROW 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…
3y analysis · Full analysis span regression · 6 months rolling