-46.9%
SQQQ vs WOLF
+44.0%
-90.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | -1.8% |
| 7D | +1.8% | -8.6% | +10.4% | -0.4% |
| 30D | +4.2% | -18.3% | +22.4% | -0.3% |
| 3M | -3.3% | -43.1% | +39.8% | -9.6% |
| 6M | -43.6% | +42.4% | -86.1% | -30.7% |
| YTD | -41.9% | +48.9% | -90.8% | -26.8% |
| All | -46.9% | +44.0% | -90.9% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling