-100.0%
SQQQ vs FAST
+1,533.3%
-1,633.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +1.1% |
| 7D | -17.4% | +5.0% | -22.4% | -11.6% |
| 30D | +20.4% | +8.6% | +11.9% | +34.2% |
| 3M | +11.2% | +6.9% | +4.3% | +21.8% |
| 6M | -2.6% | +29.6% | -32.2% | +37.1% |
| YTD | -37.9% | +41.4% | -79.3% | -0.9% |
| 1Y | -36.2% | +38.5% | -74.7% | -0.6% |
| 3Y | -88.4% | +98.7% | -187.1% | -66.2% |
| 5Y | -93.4% | +108.0% | -201.4% | -71.7% |
| 10Y | -100.0% | +549.3% | -649.2% | -98.8% |
| All | -100.0% | +1,533.3% | -1,633.3% | -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