-100.0%
SQQQ vs BDX
+315.6%
-415.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -1.6% |
| 7D | +1.8% | -3.2% | +5.0% | -1.9% |
| 30D | +4.2% | -2.5% | +6.7% | +1.0% |
| 3M | -3.3% | +21.4% | -24.7% | +20.1% |
| 6M | -43.6% | +10.4% | -54.1% | -37.9% |
| YTD | -41.9% | +18.8% | -60.7% | -29.6% |
| 1Y | -50.6% | +21.7% | -72.3% | -38.2% |
| 3Y | -89.3% | -10.0% | -79.3% | -90.7% |
| 5Y | -94.8% | -1.8% | -93.0% | -94.1% |
| 10Y | -100.0% | +58.8% | -158.7% | -99.9% |
| All | -100.0% | +315.6% | -415.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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