-100.0%
SQQQ vs BWA
+384.5%
-484.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | -0.6% |
| 7D | -2.7% | +0.1% | -2.8% | -2.5% |
| 30D | +2.4% | -5.6% | +8.0% | -2.6% |
| 3M | -8.0% | -10.7% | +2.7% | -15.1% |
| 6M | -43.9% | +23.2% | -67.1% | -26.6% |
| YTD | -42.2% | +46.0% | -88.2% | -9.7% |
| 1Y | -51.8% | +51.2% | -103.0% | -21.4% |
| 3Y | -89.7% | +69.6% | -159.3% | -77.7% |
| 5Y | -94.7% | +86.6% | -181.3% | -82.9% |
| 10Y | -100.0% | +152.3% | -252.3% | -99.7% |
| All | -100.0% | +384.5% | -484.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling