-100.0%
SQQQ vs BAH
+876.9%
-976.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | -0.3% |
| 7D | -4.2% | -4.3% | +0.2% | -7.1% |
| 30D | +2.4% | -4.5% | +6.9% | -0.7% |
| 3M | -5.7% | -7.6% | +1.9% | -11.9% |
| 6M | -46.6% | -10.6% | -36.0% | -51.4% |
| YTD | -42.7% | -12.6% | -30.2% | -48.2% |
| 1Y | -52.6% | -27.0% | -25.6% | -62.9% |
| 3Y | -89.8% | -31.5% | -58.3% | -91.6% |
| 5Y | -94.7% | -3.8% | -90.9% | -93.3% |
| 10Y | -100.0% | +183.9% | -283.9% | -99.8% |
| All | -100.0% | +876.9% | -976.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling