-94.7%
SQQQ vs FFIV
+95.0%
-189.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.5% | +4.8% | +1.2% |
| 7D | +4.1% | +1.6% | +2.5% | +6.3% |
| 30D | +4.6% | -3.7% | +8.4% | -0.3% |
| 3M | -10.4% | +2.0% | -12.4% | -5.6% |
| 6M | -42.1% | +39.3% | -81.4% | -4.1% |
| YTD | -40.3% | +56.1% | -96.4% | +18.6% |
| 1Y | -50.2% | +22.0% | -72.2% | -32.4% |
| 3Y | -89.4% | +148.2% | -237.6% | -40.3% |
| 5Y | -94.7% | +96.3% | -191.0% | -65.7% |
| All | -94.7% | +95.0% | -189.7% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling