-99.6%
SQQQ vs ZCMD
-100.0%
+0.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +5.0% | +3.2% |
| 7D | +4.1% | -2.0% | +6.1% | +4.0% |
| 30D | +4.6% | -19.8% | +24.4% | +4.2% |
| 3M | -10.4% | -62.1% | +51.7% | -8.2% |
| 6M | -42.1% | -99.5% | +57.4% | -45.9% |
| YTD | -40.3% | -99.7% | +59.4% | -45.3% |
| 1Y | -50.2% | -99.9% | +49.7% | -55.4% |
| 3Y | -89.4% | -100.0% | +10.6% | -91.8% |
| 5Y | -94.7% | -100.0% | +5.3% | -95.9% |
| All | -99.6% | -100.0% | +0.4% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling