-94.7%
SQQQ vs BABA
-30.5%
-64.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | -0.5% |
| 7D | -2.7% | -2.2% | -0.5% | -3.7% |
| 30D | +2.4% | -17.3% | +19.7% | -6.7% |
| 3M | -8.0% | -7.8% | -0.2% | -10.6% |
| 6M | -43.9% | -16.8% | -27.2% | -47.0% |
| YTD | -42.2% | -24.7% | -17.5% | -47.4% |
| 1Y | -51.8% | -24.9% | -26.8% | -55.3% |
| 3Y | -89.7% | +29.1% | -118.8% | -85.9% |
| 5Y | -94.7% | -30.5% | -64.2% | -91.9% |
| All | -94.7% | -30.5% | -64.2% | -91.9% |
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 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