-100.0%
SQQQ vs AXP
+981.5%
-1,081.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.1% | -6.8% | -7.0% |
| 7D | -2.4% | -2.9% | +0.4% | -5.3% |
| 30D | +20.6% | +3.7% | +16.9% | +26.9% |
| 3M | +7.8% | -4.9% | +12.7% | +2.0% |
| 6M | -1.0% | +4.1% | -5.1% | +6.0% |
| YTD | -38.5% | -11.7% | -26.8% | -45.0% |
| 1Y | -36.6% | -11.7% | -24.9% | -42.9% |
| 3Y | -88.5% | +116.5% | -205.0% | -58.9% |
| 5Y | -93.7% | +89.5% | -183.2% | -72.1% |
| 10Y | -100.0% | +424.9% | -524.9% | -98.8% |
| All | -100.0% | +981.5% | -1,081.5% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling