-100.0%
SQQQ vs FIX
+3,615.9%
-3,715.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | -1.2% |
| 7D | -17.4% | +17.0% | -34.4% | -5.8% |
| 30D | +20.4% | -30.6% | +51.0% | -3.4% |
| 3M | +11.2% | -35.0% | +46.3% | -14.1% |
| 6M | -2.6% | -44.0% | +41.3% | -27.8% |
| YTD | -37.9% | +21.1% | -59.1% | -11.8% |
| 1Y | -36.2% | +16.3% | -52.4% | -10.1% |
| 3Y | -88.4% | +507.4% | -595.8% | -9.9% |
| 5Y | -93.4% | +1,052.1% | -1,145.4% | +14.3% |
| All | -100.0% | +3,615.9% | -3,715.9% | -97.8% |
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