-100.0%
SQQQ vs FAST
+531.9%
-631.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.8% | +3.8% |
| 7D | +4.1% | -0.4% | +4.5% | +3.5% |
| 30D | +4.6% | -6.4% | +11.0% | -4.0% |
| 3M | -10.4% | +7.1% | -17.5% | -1.7% |
| 6M | -42.1% | +7.0% | -49.1% | -35.9% |
| YTD | -40.3% | +24.1% | -64.5% | -19.0% |
| 1Y | -50.2% | +4.4% | -54.6% | -47.0% |
| 3Y | -89.4% | +93.2% | -182.6% | -68.4% |
| 5Y | -94.7% | +106.4% | -201.0% | -75.6% |
| All | -100.0% | +531.9% | -631.9% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 10y: compounded portfolio wealth divided by compounded FAST 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…
10y analysis · Full analysis span regression · 6 months rolling