-100.0%
SQQQ vs BRO
+792.8%
-892.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.9% |
| 7D | +1.8% | -7.3% | +9.1% | -7.6% |
| 30D | +4.2% | -6.9% | +11.0% | -5.2% |
| 3M | -3.3% | +10.7% | -13.9% | +6.2% |
| 6M | -43.6% | -2.7% | -41.0% | -49.8% |
| YTD | -41.9% | -16.3% | -25.6% | -59.1% |
| 1Y | -50.6% | -29.1% | -21.5% | -73.5% |
| 3Y | -89.3% | -7.8% | -81.5% | -90.6% |
| 5Y | -94.8% | +18.7% | -113.5% | -90.3% |
| 10Y | -100.0% | +291.9% | -391.9% | -99.3% |
| All | -100.0% | +792.8% | -892.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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