-94.7%
SQQQ vs BP
+139.4%
-234.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.4% | +3.7% |
| 7D | +4.1% | +5.7% | -1.7% | +6.9% |
| 30D | +4.6% | +8.1% | -3.5% | +8.6% |
| 3M | -10.4% | +8.6% | -19.0% | -7.4% |
| 6M | -42.1% | +18.1% | -60.2% | -37.0% |
| YTD | -40.3% | +37.6% | -77.9% | -28.1% |
| 1Y | -50.2% | +39.4% | -89.6% | -39.2% |
| 3Y | -89.4% | +40.1% | -129.5% | -85.7% |
| 5Y | -94.7% | +141.3% | -236.0% | -88.5% |
| All | -94.7% | +139.4% | -234.0% | -88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling