-100.0%
SQQQ vs FDS
+64.8%
-164.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -3.8% |
| 7D | +1.8% | -14.0% | +15.8% | -12.6% |
| 30D | +4.2% | -6.2% | +10.4% | -2.1% |
| 3M | -3.3% | +10.2% | -13.4% | +4.1% |
| 6M | -43.6% | +27.4% | -71.1% | -28.8% |
| YTD | -41.9% | -9.3% | -32.6% | -53.1% |
| 1Y | -50.6% | -28.6% | -22.0% | -72.5% |
| 3Y | -89.3% | -36.8% | -52.5% | -94.3% |
| 5Y | -94.8% | -28.6% | -66.2% | -95.5% |
| All | -100.0% | +64.8% | -164.8% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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