-89.4%
SQQQ vs FIVE
+52.3%
-141.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | -0.3% |
| 7D | -2.7% | +1.7% | -4.4% | -2.0% |
| 30D | +2.4% | +5.0% | -2.6% | +4.8% |
| 3M | -8.0% | +29.5% | -37.5% | +3.8% |
| 6M | -43.9% | +12.4% | -56.4% | -39.6% |
| YTD | -42.2% | +31.2% | -73.4% | -32.7% |
| 1Y | -51.8% | +72.9% | -124.6% | -35.1% |
| All | -89.4% | +52.3% | -141.6% | -78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling