-100.0%
SQQQ vs BBWI
-55.0%
-45.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.4% | -9.0% | +0.3% |
| 7D | +1.8% | -4.8% | +6.6% | -0.2% |
| 30D | +4.2% | +3.5% | +0.7% | +6.2% |
| 3M | -3.3% | -0.3% | -3.0% | -2.2% |
| 6M | -43.6% | -5.4% | -38.3% | -43.1% |
| YTD | -41.9% | -4.7% | -37.2% | -40.3% |
| 1Y | -50.6% | -30.5% | -20.2% | -54.9% |
| 3Y | -89.3% | -44.3% | -45.0% | -89.4% |
| 5Y | -94.8% | -66.9% | -27.9% | -94.7% |
| All | -100.0% | -55.0% | -45.0% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling