-89.0%
SQQQ vs FLEX
+442.3%
-531.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.1% | +7.4% | +0.4% |
| 7D | +4.1% | +0.1% | +4.0% | +4.3% |
| 30D | +4.6% | -11.8% | +16.4% | -3.2% |
| 3M | -10.4% | -22.6% | +12.2% | -18.9% |
| 6M | -42.1% | +77.3% | -119.4% | +9.1% |
| YTD | -40.3% | +78.8% | -119.1% | +16.3% |
| 1Y | -50.2% | +86.1% | -136.3% | +5.3% |
| All | -89.0% | +442.3% | -531.3% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling