-100.0%
SQQQ vs VICR
+2,150.7%
-2,250.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +11.2% | -13.7% | +3.2% |
| 7D | +1.8% | +5.0% | -3.2% | +4.8% |
| 30D | +4.2% | -12.5% | +16.6% | -1.4% |
| 3M | -3.3% | -33.6% | +30.3% | -15.1% |
| 6M | -43.6% | +10.7% | -54.3% | -28.0% |
| YTD | -41.9% | +80.6% | -122.5% | -0.2% |
| 1Y | -50.6% | +288.4% | -339.0% | +33.9% |
| 3Y | -89.3% | +213.8% | -303.1% | -64.5% |
| 5Y | -94.8% | +58.8% | -153.6% | -81.5% |
| 10Y | -100.0% | +1,671.8% | -1,771.8% | -99.1% |
| All | -100.0% | +2,150.7% | -2,250.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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