-100.0%
SQQQ vs BAC
+400.8%
-500.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.4% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | +4.2% | -2.8% | +6.9% | +0.8% |
| 3M | -3.3% | +14.2% | -17.5% | +12.4% |
| 6M | -43.6% | +30.5% | -74.2% | -22.9% |
| YTD | -41.9% | +15.8% | -57.7% | -29.9% |
| 1Y | -50.6% | +26.2% | -76.8% | -33.8% |
| 3Y | -89.3% | +136.5% | -225.8% | -65.4% |
| 5Y | -94.8% | +75.9% | -170.7% | -84.3% |
| All | -100.0% | +400.8% | -500.7% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 BAC 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