-95.4%
SQQQ vs VSXY
+37.5%
-133.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.7% | -1.5% |
| 7D | +1.8% | +0.1% | +1.7% | +2.0% |
| 30D | +4.2% | -18.7% | +22.8% | -2.7% |
| 3M | -3.3% | -4.0% | +0.7% | -3.5% |
| 6M | -43.6% | +67.5% | -111.1% | -28.1% |
| YTD | -41.9% | +39.7% | -81.5% | -29.6% |
| 1Y | -50.6% | +180.0% | -230.6% | -19.0% |
| 3Y | -89.3% | +337.3% | -426.6% | -72.7% |
| 5Y | -94.8% | +22.7% | -117.5% | -90.4% |
| All | -95.4% | +37.5% | -133.0% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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