-100.0%
SQQQ vs SBAC
+87.1%
-187.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -0.8% |
| 7D | +1.8% | -2.1% | +3.9% | +0.3% |
| 30D | +4.2% | +2.0% | +2.1% | +6.1% |
| 3M | -3.3% | -8.3% | +5.0% | -10.6% |
| 6M | -43.6% | +0.3% | -44.0% | -43.7% |
| YTD | -41.9% | -2.2% | -39.7% | -43.3% |
| 1Y | -50.6% | -4.6% | -46.0% | -53.1% |
| 3Y | -89.3% | -8.3% | -81.0% | -90.1% |
| 5Y | -94.8% | -42.8% | -52.0% | -96.5% |
| All | -100.0% | +87.1% | -187.1% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling