-100.0%
SQQQ vs FAST
+1,531.5%
-1,631.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.2% | -8.1% | -5.4% |
| 7D | -2.4% | +4.3% | -6.7% | +3.6% |
| 30D | +20.6% | +8.3% | +12.3% | +34.0% |
| 3M | +7.8% | +6.5% | +1.4% | +17.4% |
| 6M | -1.0% | +29.5% | -30.5% | +39.2% |
| YTD | -38.5% | +41.3% | -79.8% | -1.9% |
| 1Y | -36.6% | +37.4% | -74.0% | -2.3% |
| 3Y | -88.5% | +98.5% | -187.0% | -66.6% |
| 5Y | -93.7% | +111.1% | -204.8% | -72.3% |
| 10Y | -100.0% | +548.6% | -648.5% | -98.8% |
| All | -100.0% | +1,531.5% | -1,631.5% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling