-100.0%
SQQQ vs FE
+154.5%
-254.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.7% | +4.6% |
| 7D | -11.0% | +1.2% | -12.2% | -10.1% |
| 30D | +17.9% | +4.5% | +13.4% | +21.9% |
| 3M | +19.5% | +1.3% | +18.1% | +20.4% |
| 6M | +4.2% | +8.7% | -4.5% | +10.7% |
| YTD | -35.6% | +9.2% | -44.8% | -31.5% |
| 1Y | -37.7% | +7.0% | -44.7% | -34.9% |
| 3Y | -88.0% | +51.4% | -139.4% | -82.8% |
| 5Y | -93.1% | +47.7% | -140.8% | -89.3% |
| 10Y | -100.0% | +125.0% | -224.9% | -99.9% |
| All | -100.0% | +154.5% | -254.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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