-100.0%
SQQQ vs FLUT
-9.3%
-90.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -1.9% |
| 7D | +1.8% | +0.4% | +1.4% | +2.0% |
| 30D | +4.2% | +2.5% | +1.6% | +5.4% |
| 3M | -3.3% | -9.2% | +6.0% | -6.4% |
| 6M | -43.6% | -8.2% | -35.4% | -44.7% |
| YTD | -41.9% | -53.2% | +11.4% | -55.7% |
| 1Y | -50.6% | -65.6% | +14.9% | -66.1% |
| 3Y | -89.3% | -43.6% | -45.7% | -90.2% |
| 5Y | -94.8% | -50.3% | -44.5% | -94.3% |
| All | -100.0% | -9.3% | -90.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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