-100.0%
SQQQ vs BNS
+359.0%
-459.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.2% | -1.6% |
| 7D | +1.8% | -0.4% | +2.2% | +1.2% |
| 30D | +4.2% | +3.5% | +0.7% | +10.0% |
| 3M | -3.3% | +14.1% | -17.3% | +20.3% |
| 6M | -43.6% | +33.8% | -77.4% | -7.6% |
| YTD | -41.9% | +29.5% | -71.3% | -9.1% |
| 1Y | -50.6% | +48.4% | -99.0% | -3.6% |
| 3Y | -89.3% | +129.6% | -218.9% | -53.2% |
| 5Y | -94.8% | +96.1% | -190.9% | -77.0% |
| 10Y | -100.0% | +186.2% | -286.2% | -99.6% |
| All | -100.0% | +359.0% | -459.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling