-100.0%
SQQQ vs BLDR
+1,981.0%
-2,081.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | -0.1% |
| 7D | -2.7% | -2.7% | 0.0% | -4.0% |
| 30D | +2.4% | -14.7% | +17.1% | -5.4% |
| 3M | -8.0% | -20.8% | +12.8% | -16.3% |
| 6M | -43.9% | -35.3% | -8.6% | -53.0% |
| YTD | -42.2% | -40.3% | -1.9% | -53.1% |
| 1Y | -51.8% | -56.3% | +4.5% | -66.4% |
| 3Y | -89.7% | -56.1% | -33.6% | -91.4% |
| 5Y | -94.7% | +12.9% | -107.6% | -90.4% |
| 10Y | -100.0% | +386.5% | -486.4% | -99.8% |
| All | -100.0% | +1,981.0% | -2,081.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling