-100.0%
SQQQ vs SBAC
+524.8%
-624.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | -0.1% |
| 7D | -2.7% | +0.2% | -2.9% | -2.4% |
| 30D | +2.4% | +3.9% | -1.4% | +6.3% |
| 3M | -8.0% | -8.2% | +0.2% | -16.5% |
| 6M | -43.9% | -2.8% | -41.1% | -46.2% |
| YTD | -42.2% | -1.5% | -40.7% | -44.0% |
| 1Y | -51.8% | 0.0% | -51.8% | -52.6% |
| 3Y | -89.7% | -8.4% | -81.3% | -90.8% |
| 5Y | -94.7% | -43.5% | -51.2% | -96.6% |
| 10Y | -100.0% | +86.9% | -186.9% | -99.9% |
| All | -100.0% | +524.8% | -624.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling