-100.0%
SQQQ vs VST
+1,174.0%
-1,274.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +0.5% |
| 7D | +1.9% | -6.0% | +7.9% | -0.3% |
| 30D | +32.2% | -18.8% | +51.0% | +19.9% |
| 3M | +17.1% | -8.0% | +25.1% | +16.0% |
| 6M | +5.4% | -10.9% | +16.4% | +5.7% |
| YTD | -33.9% | -18.3% | -15.6% | -35.0% |
| 1Y | -31.3% | -29.9% | -1.4% | -37.9% |
| 3Y | -87.6% | +290.3% | -377.9% | -45.6% |
| 5Y | -93.3% | +635.3% | -728.6% | -45.2% |
| 10Y | -100.0% | +1,162.4% | -1,262.3% | -99.5% |
| All | -100.0% | +1,174.0% | -1,274.0% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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