-100.0%
SQQQ vs BKR
+163.7%
-263.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.7% | +9.9% | -1.4% |
| 7D | +4.1% | -6.7% | +10.7% | -0.6% |
| 30D | +4.6% | -8.3% | +13.0% | -1.3% |
| 3M | -10.4% | -5.4% | -5.0% | -13.1% |
| 6M | -42.1% | +0.8% | -42.9% | -40.1% |
| YTD | -40.3% | +31.8% | -72.2% | -25.0% |
| 1Y | -50.2% | +28.6% | -78.8% | -37.8% |
| 3Y | -89.4% | +71.2% | -160.6% | -81.4% |
| 5Y | -94.7% | +179.2% | -273.9% | -84.6% |
| 10Y | -100.0% | +124.0% | -223.9% | -99.8% |
| All | -100.0% | +163.7% | -263.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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