-89.3%
SQQQ vs BTDR
+4.4%
-93.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.7% | -6.3% | -1.8% |
| 7D | +1.8% | -3.4% | +5.2% | +1.2% |
| 30D | +4.2% | +32.6% | -28.4% | +11.5% |
| 3M | -3.3% | -32.2% | +29.0% | -6.4% |
| 6M | -43.6% | +52.4% | -96.0% | -33.2% |
| YTD | -41.9% | +6.7% | -48.6% | -34.2% |
| 1Y | -50.6% | -15.2% | -35.4% | -43.8% |
| 3Y | -89.3% | +14.9% | -104.2% | -82.8% |
| All | -89.3% | +4.4% | -93.7% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 3y: compounded portfolio wealth divided by compounded BTDR 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…
3y analysis · Full analysis span regression · 6 months rolling