-100.0%
SQQQ vs FLEX
+1,128.1%
-1,228.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.2% | -9.8% | +3.5% |
| 7D | +1.8% | +5.7% | -3.9% | +7.1% |
| 30D | +4.2% | -7.0% | +11.2% | -0.9% |
| 3M | -3.3% | -23.8% | +20.5% | -16.8% |
| 6M | -43.6% | +82.6% | -126.3% | +15.5% |
| YTD | -41.9% | +91.6% | -133.5% | +27.9% |
| 1Y | -50.6% | +100.6% | -151.2% | +18.3% |
| 3Y | -89.3% | +479.8% | -569.1% | -5.3% |
| 5Y | -94.8% | +746.5% | -841.3% | -7.9% |
| All | -100.0% | +1,128.1% | -1,228.1% | -98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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