-100.0%
SQQQ vs BIL
+24.8%
-124.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -4.2% | +0.1% | -4.2% | -4.6% |
| 30D | +2.4% | +0.3% | +2.1% | +0.8% |
| 3M | -5.7% | +0.9% | -6.6% | -10.1% |
| 6M | -46.6% | +1.8% | -48.4% | -51.3% |
| YTD | -42.7% | +2.5% | -45.2% | -49.2% |
| 1Y | -52.6% | +3.7% | -56.3% | -60.2% |
| 3Y | -89.8% | +14.1% | -103.9% | -94.0% |
| 5Y | -94.7% | +19.4% | -114.1% | -97.4% |
| 10Y | -100.0% | +25.3% | -125.2% | -100.0% |
| All | -100.0% | +24.8% | -124.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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