-100.0%
SQQQ vs FFIV
+249.4%
-349.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.9% | +1.6% |
| 7D | +1.8% | +5.4% | -3.6% | +9.0% |
| 30D | +4.2% | -2.7% | +6.8% | +1.1% |
| 3M | -3.3% | +4.5% | -7.8% | +5.0% |
| 6M | -43.6% | +42.2% | -85.9% | -6.9% |
| YTD | -41.9% | +61.3% | -103.2% | +15.4% |
| 1Y | -50.6% | +23.0% | -73.7% | -32.0% |
| 3Y | -89.3% | +156.3% | -245.6% | -48.5% |
| 5Y | -94.8% | +102.9% | -197.7% | -71.2% |
| All | -100.0% | +249.4% | -349.3% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling