-100.0%
SQQQ vs VST
+1,169.0%
-1,269.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.7% | -8.6% | -5.8% |
| 7D | -2.4% | +10.9% | -13.4% | +5.9% |
| 30D | +20.6% | -15.6% | +36.2% | +12.0% |
| 3M | +7.8% | -7.8% | +15.6% | +7.1% |
| 6M | -1.0% | -12.0% | +10.9% | -1.5% |
| YTD | -38.5% | -16.9% | -21.6% | -38.8% |
| 1Y | -36.6% | -25.1% | -11.5% | -40.2% |
| 3Y | -88.5% | +297.1% | -385.5% | -48.7% |
| 5Y | -93.7% | +641.9% | -735.6% | -48.0% |
| 10Y | -100.0% | +1,142.3% | -1,242.3% | -99.5% |
| All | -100.0% | +1,169.0% | -1,269.0% | -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