-100.0%
SQQQ vs BBWI
+152.8%
-252.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.3% | +7.2% | -2.5% |
| 7D | -2.7% | -4.4% | +1.7% | -4.9% |
| 30D | +2.4% | -7.4% | +9.8% | -1.5% |
| 3M | -8.0% | -2.2% | -5.8% | -7.8% |
| 6M | -43.9% | -16.3% | -27.6% | -47.2% |
| YTD | -42.2% | -9.1% | -33.1% | -42.2% |
| 1Y | -51.8% | -34.5% | -17.3% | -58.6% |
| 3Y | -89.7% | -47.0% | -42.8% | -90.4% |
| 5Y | -94.7% | -68.8% | -25.9% | -95.1% |
| 10Y | -100.0% | -57.4% | -42.6% | -100.0% |
| All | -100.0% | +152.8% | -252.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling