-100.0%
SQQQ vs FFIV
+681.6%
-781.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.1% |
| 7D | -4.2% | -1.5% | -2.6% | -5.6% |
| 30D | +2.4% | -2.7% | +5.1% | +0.2% |
| 3M | -5.7% | -1.7% | -4.0% | -4.9% |
| 6M | -46.6% | +36.1% | -82.7% | -23.9% |
| YTD | -42.7% | +52.6% | -95.4% | -6.8% |
| 1Y | -52.6% | +21.5% | -74.1% | -38.3% |
| 3Y | -89.8% | +142.7% | -232.5% | -67.4% |
| 5Y | -94.7% | +92.6% | -187.3% | -80.6% |
| 10Y | -100.0% | +225.5% | -325.5% | -99.7% |
| All | -100.0% | +681.6% | -781.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling