-100.0%
SQQQ vs FAST
+1,351.0%
-1,451.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | +0.5% |
| 7D | -0.9% | -0.4% | -0.6% | -1.3% |
| 30D | -0.3% | -0.8% | +0.5% | -1.1% |
| 3M | +2.7% | +5.8% | -3.0% | +10.8% |
| 6M | -43.8% | +8.0% | -51.8% | -37.2% |
| YTD | -42.9% | +25.6% | -68.5% | -22.0% |
| 1Y | -53.5% | +0.8% | -54.3% | -52.8% |
| 3Y | -89.4% | +86.1% | -175.5% | -71.5% |
| 5Y | -94.7% | +100.2% | -194.9% | -78.2% |
| 10Y | -100.0% | +494.2% | -594.1% | -99.0% |
| All | -100.0% | +1,351.0% | -1,451.0% | -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