-100.0%
SQQQ vs VT
+437.7%
-537.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -4.0% | -3.0% |
| 7D | +14.0% | -2.3% | +16.4% | +7.8% |
| 30D | +48.7% | -5.0% | +53.7% | +30.8% |
| 3M | +25.0% | -4.9% | +29.9% | +11.8% |
| 6M | +7.8% | -1.5% | +9.4% | +15.0% |
| YTD | -27.7% | +8.5% | -36.1% | +10.5% |
| 1Y | -29.0% | +11.4% | -40.4% | +19.7% |
| 3Y | -87.4% | +70.1% | -157.5% | +15.3% |
| 5Y | -92.1% | +53.7% | -145.8% | -0.7% |
| 10Y | -100.0% | +220.0% | -319.9% | -88.5% |
| All | -100.0% | +437.7% | -537.7% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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