-100.0%
SQQQ vs VLO
+3,918.5%
-4,018.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +1.9% |
| 7D | -2.7% | +6.2% | -8.9% | +1.1% |
| 30D | +2.4% | +23.5% | -21.1% | +17.2% |
| 3M | -8.0% | +53.9% | -61.9% | +21.0% |
| 6M | -43.9% | +81.7% | -125.6% | -18.5% |
| YTD | -42.2% | +142.5% | -184.7% | +2.2% |
| 1Y | -51.8% | +145.4% | -197.2% | -13.1% |
| 3Y | -89.7% | +197.3% | -287.1% | -76.0% |
| 5Y | -94.7% | +614.6% | -709.3% | -74.0% |
| 10Y | -100.0% | +938.9% | -1,038.8% | -99.6% |
| All | -100.0% | +3,918.5% | -4,018.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling