-22.1%
SQQQ vs F
+1.5%
-23.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | -1.1% | +20.3% | +18.7% |
| 7D | +31.0% | +1.4% | +29.6% | +32.0% |
| 30D | +55.7% | +2.0% | +53.6% | +57.2% |
| 3M | +31.2% | -10.4% | +41.6% | +24.2% |
| 6M | +5.1% | +9.7% | -4.6% | +17.4% |
| YTD | -24.9% | -1.2% | -23.7% | -16.7% |
| 1Y | -22.1% | 0.0% | -22.1% | -12.1% |
| All | -22.1% | +1.5% | -23.6% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 1y: compounded portfolio wealth divided by compounded F 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…
1y analysis · Full analysis span regression · 6 months rolling