-95.3%
SQQQ vs FGI
-66.3%
-28.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.2% | -5.2% | +1.2% |
| 7D | -17.4% | +13.5% | -30.9% | -17.0% |
| 30D | +20.4% | +17.1% | +3.3% | +21.3% |
| 3M | +11.2% | +78.0% | -66.8% | +17.0% |
| 6M | -2.6% | +46.4% | -49.1% | +2.3% |
| YTD | -37.9% | +47.7% | -85.6% | -33.0% |
| 1Y | -36.2% | +56.8% | -93.0% | -30.3% |
| 3Y | -88.4% | +12.3% | -100.6% | -87.5% |
| All | -95.3% | -66.3% | -28.9% | -95.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling