-100.0%
SQQQ vs VST
+1,046.2%
-1,146.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +7.3% | -17.6% | -5.8% |
| 7D | -1.7% | -0.5% | -1.2% | -0.4% |
| 30D | +29.9% | -17.1% | +46.9% | +19.3% |
| 3M | +16.0% | -4.6% | +20.6% | +17.6% |
| 6M | +3.6% | -9.1% | +12.6% | +5.2% |
| YTD | -35.1% | -16.6% | -18.5% | -35.3% |
| 1Y | -37.0% | -29.5% | -7.5% | -42.9% |
| 3Y | -88.7% | +297.5% | -386.2% | -50.2% |
| 5Y | -93.1% | +654.5% | -747.6% | -44.0% |
| 10Y | -100.0% | +1,205.2% | -1,305.2% | -99.5% |
| All | -100.0% | +1,046.2% | -1,146.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling