-100.0%
SQQQ vs AGG
+47.2%
-147.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +1.8% | -1.1% | +2.9% | +1.2% |
| 30D | +4.2% | -1.1% | +5.3% | +3.5% |
| 3M | -3.3% | -1.9% | -1.4% | -4.3% |
| 6M | -43.6% | -1.7% | -41.9% | -44.0% |
| YTD | -41.9% | -1.3% | -40.6% | -42.1% |
| 1Y | -50.6% | -0.7% | -49.9% | -50.7% |
| 3Y | -89.3% | +12.5% | -101.8% | -88.7% |
| 5Y | -94.8% | -2.5% | -92.3% | -93.7% |
| 10Y | -100.0% | +14.2% | -114.2% | -100.0% |
| All | -100.0% | +47.2% | -147.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling