-100.0%
SQQQ vs F
+127.3%
-227.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.2% |
| 7D | +1.9% | +1.0% | +0.9% | +3.1% |
| 30D | +32.2% | +2.1% | +30.1% | +34.7% |
| 3M | +17.1% | -10.3% | +27.4% | +6.9% |
| 6M | +5.4% | +3.3% | +2.2% | +12.1% |
| YTD | -33.9% | -2.0% | -32.0% | -31.0% |
| 1Y | -31.3% | -2.3% | -29.0% | -28.0% |
| 3Y | -87.6% | +49.9% | -137.5% | -77.1% |
| 5Y | -93.3% | -12.5% | -80.8% | -88.8% |
| 10Y | -100.0% | +74.3% | -174.2% | -99.8% |
| All | -100.0% | +127.3% | -227.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling