-93.1%
SQQQ vs B
+107.0%
-200.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.4% |
| 7D | -11.0% | -7.3% | -3.7% | -13.9% |
| 30D | +17.9% | -3.3% | +21.3% | +17.2% |
| 3M | +19.5% | -7.8% | +27.2% | +17.0% |
| 6M | +4.2% | -15.5% | +19.7% | +1.1% |
| YTD | -35.6% | -12.3% | -23.4% | -34.1% |
| 1Y | -37.7% | +5.4% | -43.1% | -30.1% |
| 3Y | -88.0% | +165.5% | -253.6% | -77.5% |
| All | -93.1% | +107.0% | -200.2% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 5y: compounded portfolio wealth divided by compounded B 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…
5y analysis · Full analysis span regression · 6 months rolling