-100.0%
SQQQ vs BAX
+9.6%
-109.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | -0.9% |
| 7D | -2.7% | -5.1% | +2.4% | -7.4% |
| 30D | +2.4% | -12.2% | +14.6% | -9.6% |
| 3M | -8.0% | +21.8% | -29.8% | +12.3% |
| 6M | -43.9% | +36.3% | -80.2% | -21.7% |
| YTD | -42.2% | +27.8% | -70.0% | -22.9% |
| 1Y | -51.8% | -0.1% | -51.7% | -50.3% |
| 3Y | -89.7% | -33.3% | -56.4% | -92.6% |
| 5Y | -94.7% | -67.1% | -27.6% | -98.3% |
| 10Y | -100.0% | -36.9% | -63.0% | -100.0% |
| All | -100.0% | +9.6% | -109.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling