-100.0%
SQQQ vs VST
+1,191.1%
-1,291.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.6% |
| 7D | -2.7% | +5.3% | -8.0% | +0.5% |
| 30D | +2.4% | +5.8% | -3.3% | +6.4% |
| 3M | -8.0% | +3.5% | -11.5% | -3.6% |
| 6M | -43.9% | -7.4% | -36.5% | -43.9% |
| YTD | -42.2% | -6.1% | -36.1% | -40.4% |
| 1Y | -51.8% | -21.6% | -30.2% | -54.3% |
| 3Y | -89.7% | +357.2% | -446.9% | -52.5% |
| 5Y | -94.7% | +777.0% | -871.7% | -54.4% |
| All | -100.0% | +1,191.1% | -1,291.0% | -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