-53.5%
SQQQ vs FGI
+81.8%
-135.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.5% | -8.0% | -0.2% |
| 7D | -0.9% | +0.5% | -1.5% | -0.9% |
| 30D | -0.3% | +65.4% | -65.7% | +2.7% |
| 3M | +2.7% | +23.5% | -20.8% | +5.5% |
| 6M | -43.8% | +60.5% | -104.4% | -40.9% |
| YTD | -42.9% | +30.0% | -72.9% | -40.2% |
| 1Y | -53.5% | +82.1% | -135.6% | -51.6% |
| All | -53.5% | +81.8% | -135.4% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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