-2.6%
SQQQ vs FIX
-43.2%
+40.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | -1.0% |
| 7D | -17.4% | +17.0% | -34.4% | -6.8% |
| 30D | +20.4% | -30.6% | +51.0% | -1.2% |
| 3M | +11.2% | -35.0% | +46.3% | -12.4% |
| 6M | -2.6% | -44.0% | +41.3% | -26.2% |
| All | -2.6% | -43.2% | +40.6% | -26.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling