-100.0%
SQQQ vs BIDU
+91.0%
-191.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +0.5% |
| 7D | -2.7% | -2.4% | -0.2% | -4.2% |
| 30D | +2.4% | -16.0% | +18.4% | -8.3% |
| 3M | -8.0% | -24.0% | +16.0% | -21.9% |
| 6M | -43.9% | -24.9% | -19.1% | -50.8% |
| YTD | -42.2% | -29.6% | -12.7% | -50.7% |
| 1Y | -51.8% | -15.2% | -36.6% | -51.5% |
| 3Y | -89.7% | -32.2% | -57.6% | -89.7% |
| 5Y | -94.7% | -43.8% | -50.9% | -93.2% |
| 10Y | -100.0% | -49.5% | -50.5% | -99.9% |
| All | -100.0% | +91.0% | -191.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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