-88.6%
SQQQ vs FIX
+529.6%
-618.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +5.0% | -11.9% | -3.5% |
| 7D | -2.4% | +6.4% | -8.9% | +4.6% |
| 30D | +20.6% | -29.1% | +49.7% | +1.0% |
| 3M | +7.8% | -31.1% | +39.0% | -10.3% |
| 6M | -1.0% | -42.8% | +41.8% | -22.4% |
| YTD | -38.5% | +24.6% | -63.2% | -14.1% |
| 1Y | -36.6% | +21.9% | -58.5% | -10.8% |
| All | -88.6% | +529.6% | -618.2% | -32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling