-93.7%
SQQQ vs BABA
-35.2%
-58.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.2% | -5.7% | -7.5% |
| 7D | -2.4% | -3.6% | +1.2% | -4.5% |
| 30D | +20.6% | -8.4% | +28.9% | +15.4% |
| 3M | +7.8% | -20.6% | +28.4% | -3.5% |
| 6M | -1.0% | -25.4% | +24.3% | -12.6% |
| YTD | -38.5% | -30.1% | -8.4% | -46.0% |
| 1Y | -36.6% | -36.3% | -0.3% | -46.5% |
| 3Y | -88.5% | +30.4% | -118.8% | -84.0% |
| 5Y | -93.7% | -35.7% | -57.9% | -91.5% |
| All | -93.7% | -35.2% | -58.4% | -91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling