-100.0%
SQQQ vs BSX
+83.9%
-183.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.9% |
| 7D | +1.8% | -10.1% | +11.9% | -9.7% |
| 30D | +4.2% | -16.4% | +20.6% | -15.1% |
| 3M | -3.3% | -8.9% | +5.6% | -14.1% |
| 6M | -43.6% | -38.3% | -5.4% | -69.4% |
| YTD | -41.9% | -54.9% | +13.0% | -79.3% |
| 1Y | -50.6% | -58.8% | +8.2% | -84.6% |
| 3Y | -89.3% | -21.2% | -68.1% | -90.3% |
| 5Y | -94.8% | -3.3% | -91.5% | -91.8% |
| All | -100.0% | +83.9% | -183.9% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 10y: compounded portfolio wealth divided by compounded BSX 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…
10y analysis · Full analysis span regression · 6 months rolling