-100.0%
SQQQ vs FLUT
+225.9%
-325.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.5% |
| 7D | -4.2% | +3.8% | -8.0% | -3.2% |
| 30D | +2.4% | +6.3% | -3.9% | +4.3% |
| 3M | -5.7% | -4.0% | -1.6% | -6.5% |
| 6M | -46.6% | -10.3% | -36.3% | -47.6% |
| YTD | -42.7% | -53.2% | +10.5% | -52.8% |
| 1Y | -52.6% | -65.0% | +12.4% | -63.6% |
| 3Y | -89.8% | -43.9% | -45.9% | -90.4% |
| 5Y | -94.7% | -49.2% | -45.4% | -94.4% |
| 10Y | -100.0% | -9.2% | -90.8% | -100.0% |
| All | -100.0% | +225.9% | -325.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling