-36.0%
SQQQ vs VLO
+120.8%
-156.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.8% | +3.0% | -1.7% |
| 7D | +14.6% | -6.0% | +20.5% | +15.8% |
| 30D | +28.9% | -12.9% | +41.7% | +31.9% |
| 3M | +13.1% | +18.3% | -5.2% | +9.8% |
| 6M | -15.2% | +46.4% | -61.7% | -21.4% |
| YTD | -37.0% | +127.7% | -164.7% | -37.7% |
| 1Y | -36.0% | +120.6% | -156.6% | -37.4% |
| All | -36.0% | +120.8% | -156.7% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 1y: compounded portfolio wealth divided by compounded VLO 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…
1y analysis · Full analysis span regression · 6 months rolling