-100.0%
SQQQ vs BAX
-38.1%
-61.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -3.9% |
| 7D | +1.8% | -7.9% | +9.7% | -4.7% |
| 30D | +4.2% | -11.7% | +15.8% | -5.8% |
| 3M | -3.3% | +16.2% | -19.5% | +10.5% |
| 6M | -43.6% | +32.0% | -75.6% | -26.6% |
| YTD | -41.9% | +24.7% | -66.6% | -26.3% |
| 1Y | -50.6% | -2.6% | -48.0% | -50.1% |
| 3Y | -89.3% | -35.0% | -54.3% | -92.0% |
| 5Y | -94.8% | -67.6% | -27.2% | -98.2% |
| All | -100.0% | -38.1% | -61.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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