-88.0%
SQQQ vs F
+45.8%
-133.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.7% | +3.8% |
| 7D | -11.0% | -3.1% | -7.9% | -12.5% |
| 30D | +17.9% | 0.0% | +17.9% | +18.0% |
| 3M | +19.5% | -13.2% | +32.7% | +10.6% |
| 6M | +4.2% | -10.2% | +14.4% | +0.5% |
| YTD | -35.6% | -4.9% | -30.7% | -33.7% |
| 1Y | -37.7% | -6.1% | -31.6% | -36.0% |
| 3Y | -88.0% | +46.0% | -134.0% | -81.3% |
| All | -88.0% | +45.8% | -133.9% | -81.3% |
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 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