-100.0%
SQQQ vs AXP
+468.6%
-568.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +2.9% |
| 7D | +4.1% | -2.8% | +6.8% | +0.7% |
| 30D | +4.6% | -5.9% | +10.5% | -2.4% |
| 3M | -10.4% | +2.6% | -13.0% | -6.4% |
| 6M | -42.1% | +6.4% | -48.5% | -36.0% |
| YTD | -40.3% | -12.6% | -27.7% | -47.2% |
| 1Y | -50.2% | +0.2% | -50.4% | -47.3% |
| 3Y | -89.4% | +110.9% | -200.3% | -65.3% |
| 5Y | -94.7% | +114.7% | -209.4% | -75.1% |
| All | -100.0% | +468.6% | -568.6% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 10y: compounded portfolio wealth divided by compounded AXP 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…
10y analysis · Full analysis span regression · 6 months rolling