-100.0%
SQQQ vs FITB
+653.2%
-753.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +0.3% |
| 7D | -2.7% | -0.4% | -2.3% | -3.0% |
| 30D | +2.4% | -5.1% | +7.6% | -2.3% |
| 3M | -8.0% | +3.5% | -11.5% | -4.6% |
| 6M | -43.9% | +17.2% | -61.2% | -33.9% |
| YTD | -42.2% | +17.6% | -59.9% | -31.2% |
| 1Y | -51.8% | +23.4% | -75.1% | -39.4% |
| 3Y | -89.7% | +129.7% | -219.5% | -72.8% |
| 5Y | -94.7% | +68.4% | -163.1% | -86.2% |
| 10Y | -100.0% | +285.6% | -385.6% | -99.6% |
| All | -100.0% | +653.2% | -753.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling