-100.0%
SQQQ vs VO
+614.0%
-714.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | -1.5% |
| 7D | -2.7% | -0.6% | -2.1% | -4.2% |
| 30D | +2.4% | -1.9% | +4.3% | -2.7% |
| 3M | -8.0% | +3.3% | -11.3% | +3.9% |
| 6M | -43.9% | +9.7% | -53.6% | -22.2% |
| YTD | -42.2% | +12.6% | -54.8% | -12.4% |
| 1Y | -51.8% | +13.6% | -65.4% | -23.3% |
| 3Y | -89.7% | +56.8% | -146.5% | -44.1% |
| 5Y | -94.7% | +42.3% | -137.0% | -59.5% |
| 10Y | -100.0% | +199.2% | -299.1% | -94.9% |
| All | -100.0% | +614.0% | -714.0% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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