-94.7%
SQQQ vs F
+41.6%
-136.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | -2.3% |
| 7D | -2.7% | -4.9% | +2.2% | -6.4% |
| 30D | +2.4% | -2.9% | +5.3% | +0.4% |
| 3M | -8.0% | -9.1% | +1.1% | -13.8% |
| 6M | -43.9% | +12.9% | -56.9% | -34.7% |
| YTD | -42.2% | +6.1% | -48.3% | -35.6% |
| 1Y | -51.8% | +22.5% | -74.3% | -38.2% |
| 3Y | -89.7% | +32.1% | -121.8% | -83.2% |
| 5Y | -94.7% | +43.7% | -138.4% | -87.8% |
| All | -94.7% | +41.6% | -136.3% | -87.8% |
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 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