-100.0%
SQQQ vs FCEL
-99.9%
-0.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.7% | +7.6% | -0.2% |
| 7D | -2.7% | +15.1% | -17.8% | -0.2% |
| 30D | +2.4% | -16.4% | +18.9% | +0.5% |
| 3M | -8.0% | -5.3% | -2.7% | -2.9% |
| 6M | -43.9% | +124.5% | -168.5% | -28.6% |
| YTD | -42.2% | +126.7% | -168.9% | -25.0% |
| 1Y | -51.8% | +219.9% | -271.7% | -31.4% |
| 3Y | -89.7% | -61.6% | -28.1% | -87.7% |
| 5Y | -94.7% | -90.5% | -4.2% | -93.8% |
| 10Y | -100.0% | -99.1% | -0.9% | -100.0% |
| All | -100.0% | -99.9% | -0.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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