-100.0%
SQQQ vs Z
-2.5%
-97.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.0% | -6.6% | -0.2% |
| 7D | +1.8% | -6.0% | +7.8% | -1.6% |
| 30D | +4.2% | -2.3% | +6.4% | +3.5% |
| 3M | -3.3% | -0.6% | -2.7% | -2.7% |
| 6M | -43.6% | -27.6% | -16.0% | -52.3% |
| YTD | -41.9% | -52.4% | +10.5% | -61.1% |
| 1Y | -50.6% | -63.6% | +13.0% | -71.7% |
| 3Y | -89.3% | -36.4% | -52.9% | -89.3% |
| 5Y | -94.8% | -64.6% | -30.2% | -94.2% |
| All | -100.0% | -2.5% | -97.5% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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