-100.0%
SQQQ vs FN
+3,620.5%
-3,720.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.6% | +1.3% |
| 7D | -0.9% | -1.7% | +0.7% | -1.8% |
| 30D | -0.3% | -22.0% | +21.7% | -11.6% |
| 3M | +2.7% | -43.0% | +45.7% | -18.4% |
| 6M | -43.8% | -27.7% | -16.1% | -46.4% |
| YTD | -42.9% | -10.5% | -32.4% | -36.6% |
| 1Y | -53.5% | +12.5% | -66.0% | -38.3% |
| 3Y | -89.4% | +153.8% | -243.2% | -68.9% |
| 5Y | -94.7% | +288.0% | -382.7% | -74.8% |
| 10Y | -100.0% | +906.4% | -1,006.4% | -99.6% |
| All | -100.0% | +3,620.5% | -3,720.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling