-36.0%
SQQQ vs FIX
+14.3%
-50.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -15.1% | +12.3% | -12.1% |
| 7D | +14.6% | -18.9% | +33.5% | +1.2% |
| 30D | +28.9% | -36.3% | +65.2% | -1.6% |
| 3M | +13.1% | -38.5% | +51.6% | -15.0% |
| 6M | -15.2% | -42.3% | +27.0% | -34.5% |
| YTD | -37.0% | +17.1% | -54.1% | -19.2% |
| 1Y | -36.0% | +14.4% | -50.3% | -17.0% |
| All | -36.0% | +14.3% | -50.2% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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