-100.0%
SQQQ vs B
+67.0%
-167.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -1.0% |
| 7D | -0.9% | -1.6% | +0.7% | -1.2% |
| 30D | -0.3% | +9.4% | -9.7% | +2.6% |
| 3M | +2.7% | +5.0% | -2.3% | +6.0% |
| 6M | -43.8% | -3.5% | -40.3% | -42.3% |
| YTD | -42.9% | +4.5% | -47.4% | -39.7% |
| 1Y | -53.5% | +67.8% | -121.3% | -44.1% |
| 3Y | -89.4% | +196.7% | -286.1% | -84.7% |
| 5Y | -94.7% | +151.9% | -246.6% | -92.2% |
| 10Y | -100.0% | +202.2% | -302.1% | -99.9% |
| All | -100.0% | +67.0% | -167.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling