-94.8%
SQQQ vs BBWI
-67.2%
-27.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.4% | -9.0% | +1.0% |
| 7D | +1.8% | -4.8% | +6.6% | -0.7% |
| 30D | +4.2% | +3.5% | +0.7% | +6.7% |
| 3M | -3.3% | -0.3% | -3.0% | -2.2% |
| 6M | -43.6% | -5.4% | -38.3% | -43.3% |
| YTD | -41.9% | -4.7% | -37.2% | -40.3% |
| 1Y | -50.6% | -30.5% | -20.2% | -57.3% |
| 3Y | -89.3% | -44.3% | -45.0% | -89.8% |
| All | -94.8% | -67.2% | -27.6% | -96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling