-100.0%
SQQQ vs FLEX
+2,170.8%
-2,270.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.0% | +4.3% |
| 7D | -4.2% | +7.0% | -11.1% | +1.9% |
| 30D | +2.4% | -5.8% | +8.2% | -2.0% |
| 3M | -5.7% | -24.2% | +18.5% | -19.6% |
| 6M | -46.6% | +90.8% | -137.4% | +17.9% |
| YTD | -42.7% | +89.2% | -131.9% | +28.7% |
| 1Y | -52.6% | +104.7% | -157.3% | +20.1% |
| 3Y | -89.8% | +478.1% | -567.9% | -1.1% |
| 5Y | -94.7% | +726.2% | -820.9% | +4.6% |
| 10Y | -100.0% | +1,060.6% | -1,160.6% | -97.9% |
| All | -100.0% | +2,170.8% | -2,270.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling