-89.3%
SQQQ vs BAX
-35.4%
-53.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -3.1% |
| 7D | +1.8% | -7.9% | +9.7% | -1.1% |
| 30D | +4.2% | -11.7% | +15.8% | -0.3% |
| 3M | -3.3% | +16.2% | -19.5% | +2.8% |
| 6M | -43.6% | +32.0% | -75.6% | -35.9% |
| YTD | -41.9% | +24.7% | -66.6% | -34.3% |
| 1Y | -50.6% | -2.6% | -48.0% | -49.4% |
| 3Y | -89.3% | -35.0% | -54.3% | -89.8% |
| All | -89.3% | -35.4% | -53.9% | -89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling