-89.3%
SQQQ vs BNS
+130.5%
-219.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.2% | -1.8% |
| 7D | +1.8% | -0.4% | +2.2% | +1.3% |
| 30D | +4.2% | +3.5% | +0.7% | +8.8% |
| 3M | -3.3% | +14.1% | -17.3% | +16.0% |
| 6M | -43.6% | +33.8% | -77.4% | -14.6% |
| YTD | -41.9% | +29.5% | -71.3% | -15.0% |
| 1Y | -50.6% | +48.4% | -99.0% | -13.5% |
| 3Y | -89.3% | +129.6% | -218.9% | -63.4% |
| All | -89.3% | +130.5% | -219.8% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 3y: compounded portfolio wealth divided by compounded BNS 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…
3y analysis · Full analysis span regression · 6 months rolling