-89.5%
SQQQ vs F
+36.8%
-126.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.6% | -2.1% |
| 7D | -4.2% | +1.2% | -5.3% | -3.4% |
| 30D | +2.4% | +1.2% | +1.2% | +3.5% |
| 3M | -5.7% | -5.7% | 0.0% | -7.8% |
| 6M | -46.6% | +17.9% | -64.5% | -38.5% |
| YTD | -42.7% | +10.4% | -53.1% | -36.0% |
| 1Y | -52.6% | +25.3% | -77.9% | -42.1% |
| All | -89.5% | +36.8% | -126.2% | -83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling