-100.0%
SQQQ vs XYZ
+610.4%
-710.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.4% |
| 7D | +1.8% | -4.3% | +6.1% | -1.5% |
| 30D | +4.2% | +1.2% | +3.0% | +5.9% |
| 3M | -3.3% | +14.6% | -17.9% | +9.4% |
| 6M | -43.6% | +22.6% | -66.2% | -30.0% |
| YTD | -41.9% | +21.7% | -63.6% | -26.5% |
| 1Y | -50.6% | +6.7% | -57.3% | -42.0% |
| 3Y | -89.3% | +46.8% | -136.1% | -77.3% |
| 5Y | -94.8% | -68.0% | -26.7% | -93.1% |
| All | -100.0% | +610.4% | -710.4% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 10y: compounded portfolio wealth divided by compounded XYZ 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…
10y analysis · Full analysis span regression · 6 months rolling