-100.0%
SQQQ vs BP
+101.4%
-201.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | +2.2% |
| 7D | -4.2% | +0.9% | -5.1% | -3.5% |
| 30D | +2.4% | +9.1% | -6.7% | +9.2% |
| 3M | -5.7% | +3.9% | -9.6% | -3.9% |
| 6M | -46.6% | +13.6% | -60.2% | -42.1% |
| YTD | -42.7% | +34.0% | -76.7% | -28.9% |
| 1Y | -52.6% | +39.2% | -91.8% | -39.1% |
| 3Y | -89.8% | +36.4% | -126.2% | -85.9% |
| 5Y | -94.7% | +135.8% | -230.5% | -86.8% |
| 10Y | -100.0% | +125.0% | -225.0% | -99.9% |
| All | -100.0% | +101.4% | -201.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling