-100.0%
SQQQ vs VIG
+250.0%
-350.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -0.1% |
| 7D | +1.8% | -1.1% | +2.9% | -1.8% |
| 30D | +4.2% | -2.7% | +6.9% | -5.2% |
| 3M | -3.3% | +2.5% | -5.8% | +6.8% |
| 6M | -43.6% | +9.2% | -52.9% | -19.9% |
| YTD | -41.9% | +9.8% | -51.7% | -14.7% |
| 1Y | -50.6% | +12.4% | -63.0% | -19.8% |
| 3Y | -89.3% | +55.9% | -145.2% | -27.3% |
| 5Y | -94.8% | +63.9% | -158.7% | -29.2% |
| All | -100.0% | +250.0% | -350.0% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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