-100.0%
SQQQ vs BABA
+18.5%
-118.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.0% | +2.7% |
| 7D | +4.1% | -2.9% | +7.0% | +2.1% |
| 30D | +4.6% | -15.1% | +19.7% | -6.4% |
| 3M | -10.4% | -5.0% | -5.4% | -12.6% |
| 6M | -42.1% | -19.9% | -22.2% | -48.1% |
| YTD | -40.3% | -25.3% | -15.1% | -48.4% |
| 1Y | -50.2% | -23.9% | -26.3% | -55.2% |
| 3Y | -89.4% | +28.1% | -117.5% | -84.0% |
| 5Y | -94.7% | -31.4% | -63.3% | -93.8% |
| All | -100.0% | +18.5% | -118.4% | -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