-100.0%
SQQQ vs FIVE
+846.9%
-946.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.6% |
| 7D | -11.0% | +2.7% | -13.6% | -9.2% |
| 30D | +17.9% | +12.7% | +5.3% | +28.1% |
| 3M | +19.5% | +2.1% | +17.4% | +22.4% |
| 6M | +4.2% | +17.5% | -13.3% | +17.7% |
| YTD | -35.6% | +31.0% | -66.6% | -20.3% |
| 1Y | -37.7% | +67.7% | -105.4% | -10.0% |
| 3Y | -88.0% | +43.4% | -131.4% | -79.9% |
| 5Y | -93.1% | +18.1% | -111.2% | -85.7% |
| 10Y | -100.0% | +508.8% | -608.7% | -99.7% |
| All | -100.0% | +846.9% | -946.9% | -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