-53.5%
SQQQ vs FIX
+128.3%
-181.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | +0.8% |
| 7D | -0.9% | +6.0% | -7.0% | +2.9% |
| 30D | -0.3% | -7.2% | +7.0% | -4.5% |
| 3M | +2.7% | -15.9% | +18.6% | -1.6% |
| 6M | -43.8% | +12.7% | -56.6% | -33.8% |
| YTD | -42.9% | +72.8% | -115.7% | -15.2% |
| 1Y | -53.5% | +122.9% | -176.4% | -23.1% |
| All | -53.5% | +128.3% | -181.8% | -23.1% |
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