-89.3%
SQQQ vs XYZ
+46.8%
-136.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.5% |
| 7D | +1.8% | -4.3% | +6.1% | -0.9% |
| 30D | +4.2% | +1.2% | +3.0% | +5.6% |
| 3M | -3.3% | +14.6% | -17.9% | +7.4% |
| 6M | -43.6% | +22.6% | -66.2% | -32.2% |
| YTD | -41.9% | +21.7% | -63.6% | -29.1% |
| 1Y | -50.6% | +6.7% | -57.3% | -43.5% |
| 3Y | -89.3% | +46.8% | -136.1% | -80.4% |
| All | -89.3% | +46.8% | -136.1% | -80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling