-93.1%
SQQQ vs FN
+206.7%
-299.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +11.9% | -22.2% | -2.9% |
| 7D | -1.7% | +16.3% | -18.0% | +11.8% |
| 30D | +29.9% | -24.7% | +54.6% | +15.7% |
| 3M | +16.0% | -34.9% | +51.0% | -3.0% |
| 6M | +3.6% | -41.1% | +44.7% | -11.9% |
| YTD | -35.1% | -19.6% | -15.5% | -26.2% |
| 1Y | -37.0% | -18.5% | -18.5% | -25.1% |
| 3Y | -88.7% | +119.1% | -207.8% | -56.8% |
| 5Y | -93.1% | +206.9% | -300.0% | -39.6% |
| All | -93.1% | +206.7% | -299.8% | -39.6% |
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