-88.7%
SQQQ vs FN
+112.9%
-201.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +11.9% | -22.2% | -3.7% |
| 7D | -1.7% | +16.3% | -18.0% | +10.3% |
| 30D | +29.9% | -24.7% | +54.6% | +17.8% |
| 3M | +16.0% | -34.9% | +51.0% | -0.3% |
| 6M | +3.6% | -41.1% | +44.7% | -9.2% |
| YTD | -35.1% | -19.6% | -15.5% | -26.2% |
| 1Y | -37.0% | -18.5% | -18.5% | -25.3% |
| 3Y | -88.7% | +119.1% | -207.8% | -62.1% |
| All | -88.7% | +112.9% | -201.5% | -62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling