-100.0%
SQQQ vs BR
+1,026.4%
-1,126.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -3.0% |
| 7D | +1.8% | -3.0% | +4.8% | -2.7% |
| 30D | +4.2% | -0.3% | +4.4% | +3.5% |
| 3M | -3.3% | +17.3% | -20.6% | +19.8% |
| 6M | -43.6% | -6.7% | -36.9% | -51.8% |
| YTD | -41.9% | -23.4% | -18.4% | -64.6% |
| 1Y | -50.6% | -32.7% | -18.0% | -75.9% |
| 3Y | -89.3% | -5.9% | -83.4% | -89.3% |
| 5Y | -94.8% | +8.4% | -103.2% | -90.4% |
| 10Y | -100.0% | +189.2% | -289.2% | -99.4% |
| All | -100.0% | +1,026.4% | -1,126.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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