-94.7%
SQQQ vs FDX
+62.9%
-157.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.4% | +4.0% |
| 7D | +4.1% | -3.9% | +7.9% | +0.4% |
| 30D | +4.6% | -3.3% | +7.9% | +1.7% |
| 3M | -10.4% | -2.0% | -8.4% | -10.4% |
| 6M | -42.1% | +8.0% | -50.2% | -35.3% |
| YTD | -40.3% | +35.0% | -75.3% | -17.5% |
| 1Y | -50.2% | +73.7% | -123.9% | -11.6% |
| 3Y | -89.4% | +61.6% | -151.0% | -78.4% |
| 5Y | -94.7% | +65.4% | -160.0% | -83.1% |
| All | -94.7% | +62.9% | -157.5% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling