-100.0%
SQQQ vs WY
+170.2%
-270.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.7% | +5.9% | +0.3% |
| 7D | +4.1% | -3.7% | +7.7% | 0.0% |
| 30D | +4.6% | -11.3% | +15.9% | -8.2% |
| 3M | -10.4% | -8.1% | -2.3% | -18.9% |
| 6M | -42.1% | -7.4% | -34.7% | -46.7% |
| YTD | -40.3% | -4.7% | -35.6% | -43.4% |
| 1Y | -50.2% | -9.2% | -41.0% | -55.5% |
| 3Y | -89.4% | -24.7% | -64.7% | -91.4% |
| 5Y | -94.7% | -21.6% | -73.1% | -93.9% |
| 10Y | -100.0% | +6.7% | -106.6% | -99.9% |
| All | -100.0% | +170.2% | -270.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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