-100.0%
SQQQ vs BA
+352.8%
-452.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | +0.3% |
| 7D | -0.9% | +1.2% | -2.1% | +0.2% |
| 30D | -0.3% | -11.6% | +11.3% | -10.4% |
| 3M | +2.7% | -2.4% | +5.1% | +3.1% |
| 6M | -43.8% | -6.6% | -37.2% | -44.3% |
| YTD | -42.9% | -2.2% | -40.7% | -40.8% |
| 1Y | -53.5% | -8.0% | -45.5% | -53.6% |
| 3Y | -89.4% | -5.0% | -84.4% | -86.7% |
| 5Y | -94.7% | -2.7% | -92.0% | -90.4% |
| 10Y | -100.0% | +75.9% | -175.8% | -99.7% |
| All | -100.0% | +352.8% | -452.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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