-89.3%
SQQQ vs FERG
+51.9%
-141.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.0% |
| 7D | +1.8% | -2.6% | +4.4% | -0.4% |
| 30D | +4.2% | -8.9% | +13.0% | -3.7% |
| 3M | -3.3% | -2.0% | -1.2% | -3.1% |
| 6M | -43.6% | -3.2% | -40.5% | -42.8% |
| YTD | -41.9% | +1.5% | -43.4% | -37.8% |
| 1Y | -50.6% | +0.5% | -51.1% | -46.7% |
| 3Y | -89.3% | +50.4% | -139.7% | -78.3% |
| All | -89.3% | +51.9% | -141.2% | -78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling