-50.6%
SQQQ vs F
+27.6%
-78.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.3% |
| 7D | +1.8% | -4.4% | +6.3% | -0.4% |
| 30D | +4.2% | +1.0% | +3.1% | +5.0% |
| 3M | -3.3% | -4.0% | +0.7% | -4.3% |
| 6M | -43.6% | +18.1% | -61.7% | -35.7% |
| YTD | -41.9% | +10.2% | -52.0% | -35.0% |
| 1Y | -50.6% | +24.3% | -75.0% | -42.3% |
| All | -50.6% | +27.6% | -78.2% | -42.3% |
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