-93.7%
SQQQ vs FIX
+1,107.4%
-1,201.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +5.0% | -11.9% | -3.0% |
| 7D | -2.4% | +6.4% | -8.9% | +5.6% |
| 30D | +20.6% | -29.1% | +49.7% | -2.6% |
| 3M | +7.8% | -31.1% | +39.0% | -13.7% |
| 6M | -1.0% | -42.8% | +41.8% | -26.5% |
| YTD | -38.5% | +24.6% | -63.2% | -8.8% |
| 1Y | -36.6% | +21.9% | -58.5% | -5.4% |
| 3Y | -88.5% | +524.9% | -613.4% | +28.1% |
| 5Y | -93.7% | +1,092.2% | -1,185.9% | +158.6% |
| All | -93.7% | +1,107.4% | -1,201.1% | +158.6% |
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