-50.6%
SQQQ vs FERG
+1.0%
-51.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.1% |
| 7D | +1.8% | -2.6% | +4.4% | 0.0% |
| 30D | +4.2% | -8.9% | +13.0% | -2.2% |
| 3M | -3.3% | -2.0% | -1.2% | -3.1% |
| 6M | -43.6% | -3.2% | -40.5% | -42.5% |
| YTD | -41.9% | +1.5% | -43.4% | -38.9% |
| 1Y | -50.6% | +0.5% | -51.1% | -49.3% |
| All | -50.6% | +1.0% | -51.6% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 1y: compounded portfolio wealth divided by compounded FERG 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…
1y analysis · Full analysis span regression · 6 months rolling