-100.0%
SQQQ vs AXP
+429.4%
-529.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.5% |
| 7D | +1.9% | -0.6% | +2.5% | +1.7% |
| 30D | +32.2% | +5.0% | +27.2% | +40.8% |
| 3M | +17.1% | -4.2% | +21.3% | +12.0% |
| 6M | +5.4% | +2.9% | +2.5% | +11.3% |
| YTD | -33.9% | -11.6% | -22.4% | -40.5% |
| 1Y | -31.3% | -11.1% | -20.2% | -37.2% |
| 3Y | -87.6% | +116.7% | -204.4% | -58.0% |
| 5Y | -93.3% | +89.6% | -182.9% | -71.9% |
| All | -100.0% | +429.4% | -529.4% | -99.2% |
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