-100.0%
SQQQ vs VIAV
+419.4%
-519.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.2% | +0.3% |
| 7D | +1.8% | +11.2% | -9.4% | +11.1% |
| 30D | +4.2% | -10.1% | +14.3% | -3.3% |
| 3M | -3.3% | -22.9% | +19.6% | -15.7% |
| 6M | -43.6% | +28.8% | -72.4% | -17.6% |
| YTD | -41.9% | +117.5% | -159.3% | +43.7% |
| 1Y | -50.6% | +216.1% | -266.7% | +81.6% |
| 3Y | -89.3% | +292.2% | -381.5% | -40.4% |
| 5Y | -94.8% | +141.0% | -235.8% | -77.6% |
| All | -100.0% | +419.4% | -519.4% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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