-100.0%
SQQQ vs BB
+1.6%
-101.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -1.8% |
| 7D | +1.8% | -0.4% | +2.2% | +1.7% |
| 30D | +4.2% | -12.5% | +16.7% | -1.3% |
| 3M | -3.3% | -17.4% | +14.2% | -7.7% |
| 6M | -43.6% | +119.1% | -162.8% | -10.7% |
| YTD | -41.9% | +102.4% | -144.3% | -10.6% |
| 1Y | -50.6% | +98.2% | -148.8% | -23.2% |
| 3Y | -89.3% | +46.9% | -136.2% | -82.0% |
| 5Y | -94.8% | -26.4% | -68.4% | -90.8% |
| All | -100.0% | +1.6% | -101.6% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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