-72.0%
SQQQ vs ZYBT
-58.9%
-13.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -2.6% |
| 7D | +1.8% | -3.7% | +5.5% | +1.8% |
| 30D | +4.2% | 0.0% | +4.2% | +4.2% |
| 3M | -3.3% | +72.2% | -75.5% | -2.5% |
| 6M | -43.6% | +103.1% | -146.8% | -41.7% |
| YTD | -41.9% | +34.8% | -76.7% | -40.9% |
| 1Y | -50.6% | -83.2% | +32.5% | -53.9% |
| All | -72.0% | -58.9% | -13.1% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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