-100.0%
SQQQ vs BABA
+8.2%
-108.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.8% |
| 7D | -11.0% | -13.8% | +2.8% | -19.6% |
| 30D | +17.9% | -15.1% | +33.0% | +5.5% |
| 3M | +19.5% | -22.7% | +42.2% | +0.8% |
| 6M | +4.2% | -34.7% | +38.9% | -20.4% |
| YTD | -35.6% | -35.0% | -0.6% | -49.2% |
| 1Y | -37.7% | -40.4% | +2.7% | -53.4% |
| 3Y | -88.0% | +21.9% | -110.0% | -82.5% |
| 5Y | -93.1% | -39.9% | -53.3% | -92.3% |
| 10Y | -100.0% | +7.9% | -107.8% | -99.9% |
| All | -100.0% | +8.2% | -108.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling