-50.6%
SQQQ vs FIX
+121.9%
-172.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.3% | -8.9% | +1.5% |
| 7D | +1.8% | +5.0% | -3.2% | +5.3% |
| 30D | +4.2% | -2.7% | +6.9% | +3.0% |
| 3M | -3.3% | -8.2% | +5.0% | -3.3% |
| 6M | -43.6% | +20.3% | -63.9% | -30.9% |
| YTD | -41.9% | +81.4% | -123.3% | -9.7% |
| 1Y | -50.6% | +121.5% | -172.1% | -13.5% |
| All | -50.6% | +121.9% | -172.5% | -13.5% |
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