-95.1%
SQQQ vs BTDR
+15.3%
-110.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.5% | +9.7% | +2.1% |
| 7D | +4.1% | -3.2% | +7.3% | +3.6% |
| 30D | +4.6% | +32.7% | -28.1% | +10.8% |
| 3M | -10.4% | -28.4% | +18.0% | -11.8% |
| 6M | -42.1% | +51.7% | -93.8% | -33.3% |
| YTD | -40.3% | +2.9% | -43.2% | -34.1% |
| 1Y | -50.2% | -15.5% | -34.7% | -44.5% |
| 3Y | -89.4% | 0.0% | -89.4% | -85.2% |
| 5Y | -94.7% | +16.5% | -111.1% | -91.8% |
| All | -95.1% | +15.3% | -110.4% | -92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling