-100.0%
SQQQ vs FIX
+6,344.9%
-6,444.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.3% | -8.9% | +2.1% |
| 7D | +1.8% | +5.0% | -3.2% | +5.8% |
| 30D | +4.2% | -2.7% | +6.9% | +2.8% |
| 3M | -3.3% | -8.2% | +5.0% | -3.6% |
| 6M | -43.6% | +20.3% | -63.9% | -27.5% |
| YTD | -41.9% | +81.4% | -123.3% | +4.5% |
| 1Y | -50.6% | +121.5% | -172.1% | +8.5% |
| 3Y | -89.3% | +807.4% | -896.7% | +2.5% |
| 5Y | -94.8% | +2,306.7% | -2,401.5% | +36.5% |
| All | -100.0% | +6,344.9% | -6,444.9% | -97.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling