-100.0%
SQQQ vs VWO
+146.5%
-246.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -1.1% |
| 7D | +1.8% | -1.8% | +3.6% | -2.0% |
| 30D | +4.2% | -0.1% | +4.3% | +4.3% |
| 3M | -3.3% | +2.2% | -5.5% | +6.0% |
| 6M | -43.6% | +8.8% | -52.4% | -25.3% |
| YTD | -41.9% | +12.4% | -54.3% | -16.0% |
| 1Y | -50.6% | +15.6% | -66.2% | -22.2% |
| 3Y | -89.3% | +62.5% | -151.8% | -56.3% |
| 5Y | -94.8% | +34.3% | -129.1% | -80.1% |
| 10Y | -100.0% | +114.8% | -214.7% | -99.3% |
| All | -100.0% | +146.5% | -246.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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