-100.0%
SQQQ vs FLR
+19.7%
-119.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.1% |
| 7D | +1.8% | -3.5% | +5.3% | +0.5% |
| 30D | +4.2% | +4.2% | 0.0% | +6.2% |
| 3M | -3.3% | +8.1% | -11.4% | +2.1% |
| 6M | -43.6% | +21.5% | -65.2% | -36.2% |
| YTD | -41.9% | +36.8% | -78.6% | -30.4% |
| 1Y | -50.6% | +31.2% | -81.8% | -40.7% |
| 3Y | -89.3% | +53.9% | -143.2% | -84.1% |
| 5Y | -94.8% | +243.0% | -337.8% | -89.0% |
| All | -100.0% | +19.7% | -119.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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