-100.0%
SQQQ vs F
+167.4%
-267.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | +0.9% |
| 7D | -0.9% | +5.3% | -6.3% | +3.9% |
| 30D | -0.3% | +4.6% | -4.9% | +4.2% |
| 3M | +2.7% | -3.7% | +6.4% | +0.9% |
| 6M | -43.8% | +16.8% | -60.7% | -32.2% |
| YTD | -42.9% | +15.3% | -58.2% | -31.3% |
| 1Y | -53.5% | +31.0% | -84.5% | -36.3% |
| 3Y | -89.4% | +45.4% | -134.9% | -81.1% |
| 5Y | -94.7% | +54.7% | -149.3% | -85.0% |
| 10Y | -100.0% | +98.2% | -198.2% | -99.8% |
| All | -100.0% | +167.4% | -267.4% | -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