-89.0%
SQQQ vs FIX
+751.6%
-840.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.5% | +4.8% | +2.2% |
| 7D | +4.1% | +0.7% | +3.4% | +4.6% |
| 30D | +4.6% | -5.7% | +10.3% | +1.2% |
| 3M | -10.4% | -7.4% | -3.0% | -9.6% |
| 6M | -42.1% | +15.1% | -57.2% | -29.6% |
| YTD | -40.3% | +70.7% | -111.0% | -3.7% |
| 1Y | -50.2% | +111.9% | -162.1% | -2.7% |
| All | -89.0% | +751.6% | -840.6% | -33.8% |
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 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