-100.0%
SQQQ vs F
+90.9%
-190.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.2% | +0.1% | +5.8% |
| 7D | +4.1% | -3.7% | +7.7% | +1.1% |
| 30D | +4.6% | -0.7% | +5.3% | +4.4% |
| 3M | -10.4% | -1.9% | -8.5% | -10.9% |
| 6M | -42.1% | +16.1% | -58.2% | -31.7% |
| YTD | -40.3% | +9.5% | -49.8% | -32.2% |
| 1Y | -50.2% | +27.2% | -77.4% | -35.2% |
| 3Y | -89.4% | +36.3% | -125.7% | -82.8% |
| 5Y | -94.7% | +49.3% | -143.9% | -86.7% |
| All | -100.0% | +90.9% | -190.9% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling