-100.0%
SQQQ vs BAC
+457.1%
-557.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | -0.1% |
| 7D | -4.2% | +1.2% | -5.3% | -3.0% |
| 30D | +2.4% | -0.7% | +3.2% | +1.6% |
| 3M | -5.7% | +16.9% | -22.6% | +10.8% |
| 6M | -46.6% | +29.6% | -76.2% | -29.6% |
| YTD | -42.7% | +15.3% | -58.0% | -32.4% |
| 1Y | -52.6% | +28.8% | -81.4% | -36.7% |
| 3Y | -89.8% | +136.4% | -226.2% | -70.5% |
| 5Y | -94.7% | +72.9% | -167.6% | -85.6% |
| 10Y | -100.0% | +391.8% | -491.7% | -99.5% |
| All | -100.0% | +457.1% | -557.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling