-94.6%
SQQQ vs BROS
+33.7%
-128.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.4% | +6.6% | +1.8% |
| 7D | +4.1% | -6.1% | +10.1% | +1.4% |
| 30D | +4.6% | -12.4% | +17.0% | -0.9% |
| 3M | -10.4% | -27.9% | +17.5% | -20.8% |
| 6M | -42.1% | -16.8% | -25.3% | -44.1% |
| YTD | -40.3% | -29.0% | -11.3% | -45.6% |
| 1Y | -50.2% | -33.2% | -17.0% | -55.0% |
| 3Y | -89.4% | +56.8% | -146.2% | -82.8% |
| All | -94.6% | +33.7% | -128.2% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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