-94.7%
SQQQ vs FN
+299.7%
-394.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.8% | +1.7% |
| 7D | -4.2% | +3.5% | -7.7% | -2.0% |
| 30D | +2.4% | -26.0% | +28.4% | -13.5% |
| 3M | -5.7% | -33.3% | +27.6% | -20.9% |
| 6M | -46.6% | -14.9% | -31.7% | -43.9% |
| YTD | -42.7% | -8.6% | -34.2% | -34.3% |
| 1Y | -52.6% | +12.3% | -64.9% | -33.7% |
| 3Y | -89.8% | +174.4% | -264.2% | -58.0% |
| 5Y | -94.7% | +296.4% | -391.1% | -54.5% |
| All | -94.7% | +299.7% | -394.4% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling