-100.0%
SQQQ vs VMC
+575.3%
-675.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.1% | -2.1% |
| 7D | -2.7% | -5.3% | +2.6% | -7.5% |
| 30D | +2.4% | -12.3% | +14.7% | -9.1% |
| 3M | -8.0% | -10.3% | +2.3% | -16.1% |
| 6M | -43.9% | -8.6% | -35.4% | -47.3% |
| YTD | -42.2% | -11.9% | -30.3% | -47.1% |
| 1Y | -51.8% | -13.9% | -37.9% | -56.4% |
| 3Y | -89.7% | +18.2% | -107.9% | -85.4% |
| 5Y | -94.7% | +47.7% | -142.4% | -88.1% |
| 10Y | -100.0% | +152.5% | -252.5% | -99.8% |
| All | -100.0% | +575.3% | -675.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling