-100.0%
SQQQ vs VSH
+196.4%
-296.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.1% | -8.7% | +3.3% |
| 7D | +1.8% | +4.8% | -3.0% | +6.7% |
| 30D | +4.2% | -0.7% | +4.9% | +4.4% |
| 3M | -3.3% | -43.1% | +39.8% | -38.6% |
| 6M | -43.6% | +91.8% | -135.4% | +37.8% |
| YTD | -41.9% | +131.6% | -173.5% | +77.2% |
| 1Y | -50.6% | +118.1% | -168.7% | +47.8% |
| 3Y | -89.3% | +40.9% | -130.2% | -72.2% |
| 5Y | -94.8% | +75.8% | -170.6% | -73.9% |
| All | -100.0% | +196.4% | -296.4% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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