-100.0%
SQQQ vs VYM
+630.7%
-730.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +1.6% |
| 7D | +4.1% | -1.9% | +5.9% | -1.7% |
| 30D | +4.6% | -2.6% | +7.2% | -3.3% |
| 3M | -10.4% | +3.6% | -14.0% | +1.1% |
| 6M | -42.1% | +8.7% | -50.8% | -22.3% |
| YTD | -40.3% | +14.1% | -54.5% | -6.1% |
| 1Y | -50.2% | +17.8% | -68.0% | -12.0% |
| 3Y | -89.4% | +64.5% | -153.9% | -32.5% |
| 5Y | -94.7% | +77.5% | -172.2% | -37.3% |
| 10Y | -100.0% | +206.1% | -306.1% | -94.8% |
| All | -100.0% | +630.7% | -730.7% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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