-100.0%
SQQQ vs VIG
+628.2%
-728.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.7% | +1.7% |
| 7D | +4.1% | -2.2% | +6.3% | -3.5% |
| 30D | +4.6% | -3.2% | +7.8% | -6.2% |
| 3M | -10.4% | +3.0% | -13.4% | +0.7% |
| 6M | -42.1% | +8.1% | -50.2% | -20.9% |
| YTD | -40.3% | +9.1% | -49.4% | -15.0% |
| 1Y | -50.2% | +12.6% | -62.8% | -19.3% |
| 3Y | -89.4% | +55.4% | -144.8% | -30.5% |
| 5Y | -94.7% | +62.8% | -157.4% | -31.0% |
| 10Y | -100.0% | +246.6% | -346.5% | -86.5% |
| All | -100.0% | +628.2% | -728.2% | -95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling