-100.0%
SQQQ vs BMY
+375.5%
-475.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.7% |
| 7D | +1.8% | -4.8% | +6.6% | -2.1% |
| 30D | +4.2% | -0.1% | +4.2% | +4.2% |
| 3M | -3.3% | +13.1% | -16.4% | +6.4% |
| 6M | -43.6% | +8.4% | -52.1% | -40.0% |
| YTD | -41.9% | +22.0% | -63.8% | -31.3% |
| 1Y | -50.6% | +40.3% | -90.9% | -34.1% |
| 3Y | -89.3% | +20.5% | -109.8% | -87.6% |
| 5Y | -94.8% | +23.7% | -118.5% | -93.5% |
| 10Y | -100.0% | +62.6% | -162.6% | -99.9% |
| All | -100.0% | +375.5% | -475.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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