-94.7%
SQQQ vs FIX
+2,151.9%
-2,246.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | -0.7% |
| 7D | -2.7% | +3.5% | -6.2% | +0.1% |
| 30D | +2.4% | -3.5% | +5.9% | +0.2% |
| 3M | -8.0% | -11.8% | +3.8% | -10.6% |
| 6M | -43.9% | +17.8% | -61.7% | -28.2% |
| YTD | -42.2% | +73.3% | -115.5% | +3.7% |
| 1Y | -51.8% | +128.1% | -179.9% | +14.6% |
| 3Y | -89.7% | +772.7% | -862.4% | +33.6% |
| 5Y | -94.7% | +2,166.4% | -2,261.2% | +205.7% |
| All | -94.7% | +2,151.9% | -2,246.6% | +205.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling