-96.6%
SQQQ vs BOXX
+18.5%
-115.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.5% |
| 7D | +1.8% | +0.1% | +1.8% | +1.9% |
| 30D | +4.2% | +0.3% | +3.8% | +4.8% |
| 3M | -3.3% | +1.0% | -4.3% | -0.7% |
| 6M | -43.6% | +1.9% | -45.6% | -39.5% |
| YTD | -41.9% | +2.7% | -44.6% | -35.0% |
| 1Y | -50.6% | +4.0% | -54.7% | -41.6% |
| 3Y | -89.3% | +14.7% | -104.0% | -90.3% |
| All | -96.6% | +18.5% | -115.1% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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