-100.0%
SQQQ vs BNY
+768.3%
-868.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.5% |
| 7D | +1.8% | -1.3% | +3.1% | +0.1% |
| 30D | +4.2% | -0.2% | +4.3% | +4.0% |
| 3M | -3.3% | +14.9% | -18.2% | +16.1% |
| 6M | -43.6% | +40.0% | -83.6% | -11.3% |
| YTD | -41.9% | +42.0% | -83.9% | -5.8% |
| 1Y | -50.6% | +56.9% | -107.5% | -7.8% |
| 3Y | -89.3% | +289.9% | -379.2% | -24.7% |
| 5Y | -94.8% | +259.2% | -354.0% | -55.8% |
| 10Y | -100.0% | +413.3% | -513.2% | -99.2% |
| All | -100.0% | +768.3% | -868.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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