-100.0%
SQQQ vs BABA
+8.5%
-108.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.1% | +8.0% | -3.7% |
| 7D | -17.4% | -12.7% | -4.7% | -24.6% |
| 30D | +20.4% | -14.9% | +35.3% | +8.1% |
| 3M | +11.2% | -24.6% | +35.9% | -7.6% |
| 6M | -2.6% | -29.3% | +26.7% | -21.0% |
| YTD | -37.9% | -35.0% | -2.9% | -50.8% |
| 1Y | -36.2% | -39.7% | +3.5% | -51.6% |
| 3Y | -88.4% | +21.2% | -109.5% | -83.0% |
| 5Y | -93.4% | -39.9% | -53.5% | -92.9% |
| All | -100.0% | +8.5% | -108.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 10y: compounded portfolio wealth divided by compounded BABA 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…
10y analysis · Full analysis span regression · 6 months rolling