-100.0%
SQQQ vs VRSK
+569.1%
-669.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.3% |
| 7D | +1.8% | -5.2% | +7.0% | -4.6% |
| 30D | +4.2% | -2.3% | +6.5% | +1.2% |
| 3M | -3.3% | -2.9% | -0.4% | -10.2% |
| 6M | -43.6% | -12.8% | -30.8% | -56.1% |
| YTD | -41.9% | -20.8% | -21.1% | -60.6% |
| 1Y | -50.6% | -33.2% | -17.4% | -74.7% |
| 3Y | -89.3% | -26.6% | -62.7% | -93.3% |
| 5Y | -94.8% | -11.3% | -83.5% | -93.9% |
| 10Y | -100.0% | +126.1% | -226.1% | -99.7% |
| All | -100.0% | +569.1% | -669.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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