-100.0%
SQQQ vs FN
+890.7%
-990.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +1.2% |
| 7D | -2.7% | +5.8% | -8.5% | +1.1% |
| 30D | +2.4% | -20.6% | +23.1% | -10.8% |
| 3M | -8.0% | -28.6% | +20.6% | -20.9% |
| 6M | -43.9% | -20.7% | -23.2% | -44.6% |
| YTD | -42.2% | -8.1% | -34.1% | -33.9% |
| 1Y | -51.8% | +13.3% | -65.1% | -32.0% |
| 3Y | -89.7% | +175.7% | -265.4% | -57.5% |
| 5Y | -94.7% | +297.4% | -392.1% | -59.5% |
| 10Y | -100.0% | +950.9% | -1,050.9% | -99.2% |
| All | -100.0% | +890.7% | -990.7% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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