-94.8%
SQQQ vs FITB
+68.5%
-163.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.1% |
| 7D | +1.8% | -0.3% | +2.1% | +1.5% |
| 30D | +4.2% | -5.7% | +9.8% | -1.5% |
| 3M | -3.3% | +3.2% | -6.4% | 0.0% |
| 6M | -43.6% | +23.4% | -67.1% | -29.2% |
| YTD | -41.9% | +18.8% | -60.7% | -29.1% |
| 1Y | -50.6% | +25.0% | -75.6% | -35.9% |
| 3Y | -89.3% | +131.2% | -220.5% | -68.8% |
| All | -94.8% | +68.5% | -163.3% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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