-100.0%
SQQQ vs BLDR
+383.3%
-483.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -1.0% |
| 7D | +1.8% | -8.2% | +10.0% | -3.6% |
| 30D | +4.2% | -16.6% | +20.8% | -7.0% |
| 3M | -3.3% | -23.2% | +19.9% | -16.5% |
| 6M | -43.6% | -33.7% | -9.9% | -54.4% |
| YTD | -41.9% | -41.3% | -0.6% | -56.1% |
| 1Y | -50.6% | -58.8% | +8.2% | -70.4% |
| 3Y | -89.3% | -57.5% | -31.8% | -91.8% |
| 5Y | -94.8% | +12.9% | -107.7% | -88.7% |
| All | -100.0% | +383.3% | -483.3% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling