-100.0%
SQQQ vs FDX
+182.5%
-282.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.6% | -2.5% |
| 7D | +1.8% | -3.3% | +5.1% | -1.6% |
| 30D | +4.2% | -4.5% | +8.7% | -0.5% |
| 3M | -3.3% | -7.3% | +4.1% | -9.3% |
| 6M | -43.6% | +7.5% | -51.2% | -36.8% |
| YTD | -41.9% | +35.1% | -77.0% | -17.0% |
| 1Y | -50.6% | +71.4% | -122.0% | -8.7% |
| 3Y | -89.3% | +60.8% | -150.1% | -77.6% |
| 5Y | -94.8% | +65.5% | -160.3% | -84.7% |
| All | -100.0% | +182.5% | -282.4% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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