-100.0%
SQQQ vs VUG
+424.7%
-524.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | +0.2% |
| 7D | +1.8% | -0.5% | +2.3% | +0.4% |
| 30D | +4.2% | -1.0% | +5.1% | +1.9% |
| 3M | -3.3% | +3.5% | -6.8% | +13.9% |
| 6M | -43.6% | +14.2% | -57.8% | -4.4% |
| YTD | -41.9% | +8.5% | -50.4% | -13.4% |
| 1Y | -50.6% | +12.9% | -63.5% | -13.1% |
| 3Y | -89.3% | +85.6% | -174.9% | +44.2% |
| 5Y | -94.8% | +78.1% | -172.9% | +38.0% |
| All | -100.0% | +424.7% | -524.7% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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