-36.0%
SQQQ vs BBWI
+2.4%
-38.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.1% | -6.9% | -2.1% |
| 7D | +14.6% | +8.8% | +5.8% | +16.3% |
| 30D | +28.9% | +34.8% | -6.0% | +36.5% |
| 3M | +13.1% | +12.9% | +0.2% | +15.7% |
| 6M | -15.2% | +29.6% | -44.8% | -9.1% |
| YTD | -37.0% | +20.8% | -57.7% | -32.8% |
| 1Y | -36.0% | +4.1% | -40.0% | -33.5% |
| All | -36.0% | +2.4% | -38.3% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling