-100.0%
SQQQ vs FIVE
+868.1%
-968.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | +2.6% |
| 7D | -0.9% | +4.3% | -5.2% | +1.6% |
| 30D | -0.3% | +12.5% | -12.8% | +7.4% |
| 3M | +2.7% | +31.2% | -28.5% | +21.9% |
| 6M | -43.8% | +14.4% | -58.2% | -37.3% |
| YTD | -42.9% | +33.9% | -76.8% | -29.2% |
| 1Y | -53.5% | +65.1% | -118.6% | -32.9% |
| 3Y | -89.4% | +49.0% | -138.4% | -81.8% |
| 5Y | -94.7% | +30.3% | -125.0% | -88.3% |
| 10Y | -100.0% | +481.1% | -581.1% | -99.8% |
| All | -100.0% | +868.1% | -968.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling