-100.0%
SQQQ vs TROW
+280.9%
-380.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -4.3% |
| 7D | +1.8% | -3.2% | +5.0% | -3.1% |
| 30D | +4.2% | -4.6% | +8.8% | -2.9% |
| 3M | -3.3% | -0.7% | -2.6% | -3.5% |
| 6M | -43.6% | +22.2% | -65.9% | -21.4% |
| 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% | -82.1% |
| 5Y | -94.8% | -38.9% | -55.9% | -93.8% |
| 10Y | -100.0% | +128.5% | -228.5% | -99.4% |
| All | -100.0% | +280.9% | -380.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling