-94.8%
SQQQ vs AGG
-2.6%
-92.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.7% |
| 7D | +1.8% | -1.1% | +2.9% | -0.6% |
| 30D | +4.2% | -1.1% | +5.3% | +1.5% |
| 3M | -3.3% | -1.9% | -1.4% | -7.1% |
| 6M | -43.6% | -1.7% | -41.9% | -45.0% |
| YTD | -41.9% | -1.3% | -40.6% | -42.8% |
| 1Y | -50.6% | -0.7% | -49.9% | -50.8% |
| 3Y | -89.3% | +12.5% | -101.8% | -85.5% |
| All | -94.8% | -2.6% | -92.2% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 5y: compounded portfolio wealth divided by compounded AGG 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…
5y analysis · Full analysis span regression · 6 months rolling