-100.0%
SQQQ vs FANG
+1,412.9%
-1,512.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.7% |
| 7D | +1.8% | +2.9% | -1.1% | +3.0% |
| 30D | +4.2% | +2.6% | +1.5% | +5.2% |
| 3M | -3.3% | +7.6% | -10.9% | -0.7% |
| 6M | -43.6% | +17.3% | -61.0% | -40.1% |
| YTD | -41.9% | +38.7% | -80.6% | -33.5% |
| 1Y | -50.6% | +51.6% | -102.3% | -41.1% |
| 3Y | -89.3% | +50.0% | -139.3% | -85.9% |
| 5Y | -94.8% | +237.6% | -332.4% | -89.4% |
| 10Y | -100.0% | +180.7% | -280.6% | -99.9% |
| All | -100.0% | +1,412.9% | -1,512.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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