-100.0%
SQQQ vs FIX
+11,589.2%
-11,689.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.1% | +2.7% |
| 7D | -11.0% | +9.4% | -20.4% | -3.6% |
| 30D | +17.9% | -27.8% | +45.7% | -2.6% |
| 3M | +19.5% | -35.6% | +55.0% | -8.0% |
| 6M | +4.2% | -45.2% | +49.4% | -23.8% |
| YTD | -35.6% | +19.5% | -55.1% | -9.9% |
| 1Y | -37.7% | +24.2% | -61.9% | -8.4% |
| 3Y | -88.0% | +494.2% | -582.2% | -14.4% |
| 5Y | -93.1% | +1,036.1% | -1,129.3% | +5.4% |
| 10Y | -100.0% | +3,599.0% | -3,699.0% | -97.6% |
| All | -100.0% | +11,589.2% | -11,689.2% | -99.9% |
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