-100.0%
SQQQ vs FDS
+455.9%
-555.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | -4.7% |
| 7D | -4.2% | -5.4% | +1.2% | -10.1% |
| 30D | +2.4% | +1.6% | +0.9% | +4.3% |
| 3M | -5.7% | +17.7% | -23.4% | +8.6% |
| 6M | -46.6% | +29.1% | -75.6% | -32.1% |
| YTD | -42.7% | +1.0% | -43.7% | -48.4% |
| 1Y | -52.6% | -21.6% | -31.0% | -71.3% |
| 3Y | -89.8% | -30.1% | -59.7% | -94.0% |
| 5Y | -94.7% | -20.7% | -74.0% | -95.0% |
| 10Y | -100.0% | +78.3% | -178.3% | -99.8% |
| All | -100.0% | +455.9% | -555.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling