-36.0%
SQQQ vs WOLF
-3.0%
-32.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.4% | -2.3% |
| 7D | +14.6% | -14.5% | +29.0% | +10.2% |
| 30D | +28.9% | -32.0% | +60.9% | +18.0% |
| 3M | +13.1% | -15.8% | +28.9% | +13.7% |
| 6M | -15.2% | -36.6% | +21.4% | -13.7% |
| YTD | -37.0% | +30.9% | -67.9% | -17.6% |
| 1Y | -36.0% | +4.1% | -40.0% | -18.7% |
| All | -36.0% | -3.0% | -32.9% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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