-36.0%
SQQQ vs BTI
+24.7%
-60.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.4% | -6.2% | -3.7% |
| 7D | +14.6% | +5.3% | +9.3% | +13.0% |
| 30D | +28.9% | +19.1% | +9.8% | +24.6% |
| 3M | +13.1% | +6.5% | +6.6% | +10.7% |
| 6M | -15.2% | +9.4% | -24.6% | -15.7% |
| YTD | -37.0% | +14.4% | -51.4% | -35.3% |
| 1Y | -36.0% | +23.9% | -59.8% | -29.3% |
| All | -36.0% | +24.7% | -60.6% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 1y: compounded portfolio wealth divided by compounded BTI 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…
1y analysis · Full analysis span regression · 6 months rolling