-93.3%
SQQQ vs F
-14.7%
-78.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.2% |
| 7D | +1.9% | +1.0% | +0.9% | +3.0% |
| 30D | +32.2% | +2.1% | +30.1% | +34.5% |
| 3M | +17.1% | -10.3% | +27.4% | +7.6% |
| 6M | +5.4% | +3.3% | +2.2% | +12.3% |
| YTD | -33.9% | -2.0% | -32.0% | -30.7% |
| 1Y | -31.3% | -2.3% | -29.0% | -27.7% |
| 3Y | -87.6% | +49.9% | -137.5% | -76.2% |
| 5Y | -93.3% | -12.5% | -80.8% | -87.6% |
| All | -93.3% | -14.7% | -78.5% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling