-100.0%
SQQQ vs BX
+2,247.1%
-2,347.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | +0.2% |
| 7D | +1.8% | -5.6% | +7.4% | -4.3% |
| 30D | +4.2% | -12.2% | +16.4% | -9.4% |
| 3M | -3.3% | +7.4% | -10.7% | +6.5% |
| 6M | -43.6% | +22.2% | -65.8% | -26.5% |
| YTD | -41.9% | -14.0% | -27.9% | -48.1% |
| 1Y | -50.6% | -27.3% | -23.3% | -63.3% |
| 3Y | -89.3% | +24.5% | -113.8% | -79.7% |
| 5Y | -94.8% | +18.9% | -113.7% | -83.3% |
| 10Y | -100.0% | +665.4% | -765.4% | -98.5% |
| All | -100.0% | +2,247.1% | -2,347.1% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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