-36.0%
SQQQ vs W
+21.5%
-57.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +11.0% | -13.8% | +1.5% |
| 7D | +14.6% | +8.4% | +6.2% | +18.6% |
| 30D | +28.9% | +16.5% | +12.4% | +37.7% |
| 3M | +13.1% | +6.4% | +6.7% | +17.7% |
| 6M | -15.2% | +90.5% | -105.7% | +19.4% |
| YTD | -37.0% | +23.1% | -60.0% | -21.3% |
| 1Y | -36.0% | +24.3% | -60.2% | -19.3% |
| All | -36.0% | +21.5% | -57.4% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling