-100.0%
SQQQ vs VIVK
-100.0%
0.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.4% | +4.8% | -2.6% |
| 7D | +1.8% | -4.4% | +6.2% | +1.8% |
| 30D | +4.2% | -40.8% | +45.0% | +4.1% |
| 3M | -3.3% | -94.1% | +90.9% | -3.4% |
| 6M | -43.6% | -98.2% | +54.5% | -43.8% |
| YTD | -41.9% | -98.0% | +56.1% | -42.0% |
| 1Y | -50.6% | -100.0% | +49.3% | -50.8% |
| 3Y | -89.3% | -100.0% | +10.7% | -89.3% |
| 5Y | -94.8% | -100.0% | +5.2% | -94.8% |
| 10Y | -100.0% | -100.0% | 0.0% | -100.0% |
| All | -100.0% | -100.0% | 0.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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