-100.0%
SQQQ vs FDX
+505.6%
-605.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | -2.6% |
| 7D | -4.2% | -3.3% | -0.8% | -7.6% |
| 30D | +2.4% | -1.4% | +3.8% | +1.0% |
| 3M | -5.7% | -4.5% | -1.2% | -8.4% |
| 6M | -46.6% | +9.4% | -56.0% | -38.4% |
| YTD | -42.7% | +36.0% | -78.7% | -15.1% |
| 1Y | -52.6% | +75.5% | -128.1% | -5.1% |
| 3Y | -89.8% | +62.8% | -152.6% | -77.4% |
| 5Y | -94.7% | +64.4% | -159.1% | -83.7% |
| 10Y | -100.0% | +175.5% | -275.4% | -99.6% |
| All | -100.0% | +505.6% | -605.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling