-94.7%
SQQQ vs BAH
+1.2%
-95.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.8% | -1.6% | +4.9% |
| 7D | +4.1% | +2.4% | +1.6% | +4.9% |
| 30D | +4.6% | -2.9% | +7.6% | +3.6% |
| 3M | -10.4% | -1.3% | -9.1% | -11.9% |
| 6M | -42.1% | -0.9% | -41.2% | -42.8% |
| YTD | -40.3% | -8.2% | -32.1% | -42.4% |
| 1Y | -50.2% | -24.0% | -26.2% | -56.4% |
| 3Y | -89.4% | -28.1% | -61.3% | -89.5% |
| 5Y | -94.7% | +2.5% | -97.2% | -91.5% |
| All | -94.7% | +1.2% | -95.9% | -91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling