-100.0%
SQQQ vs BP
+137.7%
-237.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +1.8% | +5.2% | -3.4% | +5.3% |
| 30D | +4.2% | +8.7% | -4.6% | +9.8% |
| 3M | -3.3% | +9.3% | -12.6% | +1.7% |
| 6M | -43.6% | +13.6% | -57.2% | -39.5% |
| YTD | -41.9% | +37.7% | -79.5% | -27.9% |
| 1Y | -50.6% | +40.6% | -91.3% | -37.6% |
| 3Y | -89.3% | +40.3% | -129.6% | -85.2% |
| 5Y | -94.8% | +141.4% | -236.2% | -87.7% |
| All | -100.0% | +137.7% | -237.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling