-94.7%
SQQQ vs FDS
-28.1%
-66.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.8% | +9.1% | -0.6% |
| 7D | +4.1% | -16.0% | +20.1% | -7.2% |
| 30D | +4.6% | -6.7% | +11.3% | +0.3% |
| 3M | -10.4% | +6.0% | -16.4% | -8.9% |
| 6M | -42.1% | +25.1% | -67.2% | -31.3% |
| YTD | -40.3% | -8.1% | -32.2% | -50.6% |
| 1Y | -50.2% | -26.0% | -24.2% | -70.4% |
| 3Y | -89.4% | -36.4% | -53.0% | -94.2% |
| 5Y | -94.7% | -27.7% | -66.9% | -96.3% |
| All | -94.7% | -28.1% | -66.5% | -96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling