-89.3%
SQQQ vs ZCMD
-100.0%
+10.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.1% | +4.5% | -2.7% |
| 7D | +1.8% | -5.4% | +7.2% | +1.7% |
| 30D | +4.2% | -24.8% | +28.9% | +3.9% |
| 3M | -3.3% | -62.8% | +59.5% | -2.3% |
| 6M | -43.6% | -99.5% | +55.9% | -42.4% |
| YTD | -41.9% | -99.8% | +57.9% | -40.5% |
| 1Y | -50.6% | -99.9% | +49.3% | -49.0% |
| 3Y | -89.3% | -100.0% | +10.7% | -89.0% |
| All | -89.3% | -100.0% | +10.7% | -89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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