-100.0%
SQQQ vs VALE
+67.2%
-167.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.8% |
| 7D | +1.8% | -0.3% | +2.1% | +1.7% |
| 30D | +4.2% | +8.6% | -4.5% | +9.5% |
| 3M | -3.3% | +2.0% | -5.3% | -1.0% |
| 6M | -43.6% | +2.1% | -45.8% | -40.9% |
| YTD | -41.9% | +20.2% | -62.1% | -31.9% |
| 1Y | -50.6% | +55.2% | -105.8% | -31.9% |
| 3Y | -89.3% | +45.9% | -135.2% | -84.1% |
| 5Y | -94.8% | +41.4% | -136.2% | -91.4% |
| 10Y | -100.0% | +513.1% | -613.0% | -99.8% |
| All | -100.0% | +67.2% | -167.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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