-100.0%
SQQQ vs BAH
+207.9%
-307.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.4% |
| 7D | +1.8% | +4.3% | -2.5% | +4.7% |
| 30D | +4.2% | -2.5% | +6.6% | +2.4% |
| 3M | -3.3% | -0.9% | -2.3% | -5.5% |
| 6M | -43.6% | +1.5% | -45.1% | -43.9% |
| YTD | -41.9% | -8.0% | -33.9% | -45.8% |
| 1Y | -50.6% | -24.7% | -25.9% | -61.3% |
| 3Y | -89.3% | -28.4% | -60.9% | -90.9% |
| 5Y | -94.8% | +2.8% | -97.6% | -92.4% |
| All | -100.0% | +207.9% | -307.9% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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