-100.0%
SQQQ vs BLK
+684.5%
-784.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -0.1% |
| 7D | +1.8% | -3.3% | +5.1% | -3.2% |
| 30D | +4.2% | -6.5% | +10.7% | -5.8% |
| 3M | -3.3% | +6.7% | -10.0% | +7.8% |
| 6M | -43.6% | +14.7% | -58.4% | -27.6% |
| YTD | -41.9% | +2.5% | -44.4% | -36.3% |
| 1Y | -50.6% | -2.8% | -47.9% | -49.6% |
| 3Y | -89.3% | +65.9% | -155.2% | -67.4% |
| 5Y | -94.8% | +33.0% | -127.8% | -81.6% |
| 10Y | -100.0% | +281.2% | -381.2% | -98.8% |
| All | -100.0% | +684.5% | -784.5% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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