-100.0%
SQQQ vs VSH
+447.0%
-547.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +1.5% |
| 7D | -2.7% | +3.5% | -6.2% | +0.5% |
| 30D | +2.4% | -4.4% | +6.8% | -1.1% |
| 3M | -8.0% | -45.8% | +37.8% | -42.9% |
| 6M | -43.9% | +90.1% | -134.1% | +30.5% |
| YTD | -42.2% | +120.3% | -162.5% | +59.0% |
| 1Y | -51.8% | +112.2% | -164.0% | +33.9% |
| 3Y | -89.7% | +36.6% | -126.3% | -74.2% |
| 5Y | -94.7% | +67.0% | -161.7% | -76.5% |
| 10Y | -100.0% | +179.5% | -279.4% | -99.5% |
| All | -100.0% | +447.0% | -547.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling