-100.0%
SQQQ vs ZTS
+161.4%
-261.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.5% |
| 7D | -2.7% | -3.8% | +1.1% | -7.0% |
| 30D | +2.4% | -2.0% | +4.4% | -0.2% |
| 3M | -8.0% | -10.2% | +2.2% | -20.8% |
| 6M | -43.9% | -39.4% | -4.5% | -71.0% |
| YTD | -42.2% | -40.8% | -1.4% | -70.9% |
| 1Y | -51.8% | -50.1% | -1.7% | -80.5% |
| 3Y | -89.7% | -58.9% | -30.8% | -96.5% |
| 5Y | -94.7% | -62.4% | -32.3% | -97.7% |
| 10Y | -100.0% | +58.8% | -158.8% | -99.9% |
| All | -100.0% | +161.4% | -261.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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