-100.0%
SQQQ vs FIX
+16,805.4%
-16,905.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | +1.0% |
| 7D | -0.9% | +6.0% | -7.0% | +3.6% |
| 30D | -0.3% | -7.2% | +7.0% | -5.2% |
| 3M | +2.7% | -15.9% | +18.6% | -3.0% |
| 6M | -43.8% | +12.7% | -56.6% | -30.8% |
| YTD | -42.9% | +72.8% | -115.7% | -1.0% |
| 1Y | -53.5% | +122.9% | -176.4% | +2.8% |
| 3Y | -89.4% | +774.3% | -863.7% | -3.5% |
| 5Y | -94.7% | +2,049.5% | -2,144.2% | +24.6% |
| 10Y | -100.0% | +5,821.5% | -5,921.4% | -97.1% |
| All | -100.0% | +16,805.4% | -16,905.4% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling