-100.0%
SQQQ vs FIVE
+491.7%
-591.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -1.7% |
| 7D | +1.8% | -3.0% | +4.8% | -0.2% |
| 30D | +4.2% | +2.7% | +1.4% | +6.2% |
| 3M | -3.3% | +21.1% | -24.4% | +10.8% |
| 6M | -43.6% | +11.9% | -55.6% | -37.4% |
| YTD | -41.9% | +29.9% | -71.7% | -27.7% |
| 1Y | -50.6% | +67.8% | -118.4% | -24.7% |
| 3Y | -89.3% | +52.8% | -142.1% | -80.6% |
| 5Y | -94.8% | +31.3% | -126.1% | -87.8% |
| All | -100.0% | +491.7% | -591.6% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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