-89.3%
SQQQ vs BWA
+70.7%
-160.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.0% | -1.6% |
| 7D | +1.8% | -1.3% | +3.1% | +0.9% |
| 30D | +4.2% | -2.9% | +7.1% | +2.5% |
| 3M | -3.3% | -10.7% | +7.4% | -8.7% |
| 6M | -43.6% | +26.5% | -70.1% | -31.0% |
| YTD | -41.9% | +49.1% | -91.0% | -18.2% |
| 1Y | -50.6% | +52.1% | -102.7% | -29.0% |
| 3Y | -89.3% | +72.6% | -161.9% | -77.0% |
| All | -89.3% | +70.7% | -160.0% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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