-89.8%
SQQQ vs AXP
+115.0%
-204.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | -4.2% | +0.6% | -4.7% | -3.5% |
| 30D | +2.4% | -4.3% | +6.8% | -2.8% |
| 3M | -5.7% | +4.7% | -10.4% | +1.3% |
| 6M | -46.6% | +9.0% | -55.6% | -38.8% |
| YTD | -42.7% | -11.1% | -31.6% | -48.9% |
| 1Y | -52.6% | +1.3% | -53.9% | -48.7% |
| 3Y | -89.8% | +114.5% | -204.3% | -65.9% |
| All | -89.8% | +115.0% | -204.9% | -65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling