-89.4%
SQQQ vs FGI
-1.2%
-88.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.9% |
| 7D | -2.7% | +14.7% | -17.4% | -2.4% |
| 30D | +2.4% | +67.0% | -64.5% | +4.6% |
| 3M | -8.0% | +31.0% | -39.0% | -6.1% |
| 6M | -43.9% | +126.8% | -170.8% | -41.9% |
| YTD | -42.2% | +35.6% | -77.8% | -40.4% |
| 1Y | -51.8% | +108.9% | -160.7% | -50.6% |
| All | -89.4% | -1.2% | -88.1% | -89.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling