-100.0%
SQQQ vs VMC
+156.6%
-256.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.4% | -1.8% |
| 7D | +1.8% | -3.8% | +5.6% | -1.8% |
| 30D | +4.2% | -9.7% | +13.8% | -5.1% |
| 3M | -3.3% | -9.6% | +6.4% | -11.7% |
| 6M | -43.6% | -4.8% | -38.8% | -45.0% |
| YTD | -41.9% | -10.9% | -31.0% | -46.2% |
| 1Y | -50.6% | -15.6% | -35.0% | -56.4% |
| 3Y | -89.3% | +19.3% | -108.6% | -84.5% |
| 5Y | -94.8% | +48.0% | -142.8% | -88.1% |
| All | -100.0% | +156.6% | -256.5% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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