-100.0%
SQQQ vs BB
-88.5%
-11.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +0.2% |
| 7D | -2.7% | +1.8% | -4.5% | -1.9% |
| 30D | +2.4% | -12.2% | +14.6% | -2.2% |
| 3M | -8.0% | -12.3% | +4.3% | -9.1% |
| 6M | -43.9% | +122.7% | -166.6% | -15.8% |
| YTD | -42.2% | +104.5% | -146.7% | -15.6% |
| 1Y | -51.8% | +106.7% | -158.5% | -27.8% |
| 3Y | -89.7% | +70.0% | -159.7% | -82.5% |
| 5Y | -94.7% | -27.8% | -66.9% | -91.2% |
| 10Y | -100.0% | +2.4% | -102.3% | -99.9% |
| All | -100.0% | -88.5% | -11.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling