-100.0%
SQQQ vs Z
+17.0%
-117.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.8% | -3.3% |
| 7D | -4.2% | -3.3% | -0.9% | -5.8% |
| 30D | +2.4% | -3.7% | +6.2% | +0.7% |
| 3M | -5.7% | -7.0% | +1.3% | -8.8% |
| 6M | -46.6% | -29.5% | -17.1% | -55.3% |
| YTD | -42.7% | -52.6% | +9.8% | -61.4% |
| 1Y | -52.6% | -64.0% | +11.4% | -72.6% |
| 3Y | -89.8% | -36.4% | -53.4% | -89.8% |
| 5Y | -94.7% | -65.8% | -28.9% | -94.2% |
| 10Y | -100.0% | -5.8% | -94.1% | -99.9% |
| All | -100.0% | +17.0% | -117.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling