-94.7%
SQQQ vs Z
-66.6%
-28.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.8% | +6.0% | +1.6% |
| 7D | +4.1% | -11.6% | +15.6% | -3.2% |
| 30D | +4.6% | -8.5% | +13.1% | -0.3% |
| 3M | -10.4% | -7.9% | -2.5% | -14.3% |
| 6M | -42.1% | -29.1% | -13.0% | -52.2% |
| YTD | -40.3% | -54.2% | +13.9% | -62.3% |
| 1Y | -50.2% | -63.5% | +13.4% | -72.6% |
| 3Y | -89.4% | -38.6% | -50.8% | -89.6% |
| 5Y | -94.7% | -66.0% | -28.7% | -92.0% |
| All | -94.7% | -66.6% | -28.1% | -92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling