-100.0%
SQQQ vs BG
+218.3%
-318.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.8% | -3.8% |
| 7D | +1.8% | +3.1% | -1.3% | +3.9% |
| 30D | +4.2% | +10.2% | -6.1% | +11.1% |
| 3M | -3.3% | -1.7% | -1.6% | -4.6% |
| 6M | -43.6% | +1.0% | -44.6% | -43.5% |
| YTD | -41.9% | +39.9% | -81.8% | -26.1% |
| 1Y | -50.6% | +53.2% | -103.9% | -32.7% |
| 3Y | -89.3% | +16.3% | -105.6% | -87.5% |
| 5Y | -94.8% | +83.9% | -178.7% | -90.0% |
| 10Y | -100.0% | +165.1% | -265.1% | -99.9% |
| All | -100.0% | +218.3% | -318.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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