-100.0%
SQQQ vs V
+388.7%
-488.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -1.0% |
| 7D | +1.8% | -1.2% | +3.0% | -0.3% |
| 30D | +4.2% | +3.1% | +1.1% | +9.6% |
| 3M | -3.3% | +16.3% | -19.6% | +23.8% |
| 6M | -43.6% | +20.4% | -64.0% | -23.8% |
| YTD | -41.9% | +6.3% | -48.1% | -37.4% |
| 1Y | -50.6% | +8.7% | -59.3% | -44.7% |
| 3Y | -89.3% | +53.3% | -142.6% | -72.1% |
| 5Y | -94.8% | +71.1% | -165.9% | -75.3% |
| All | -100.0% | +388.7% | -488.7% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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