-99.8%
SQQQ vs FOXA
+90.1%
-190.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.1% | +1.2% | +4.8% |
| 7D | +4.1% | -3.7% | +7.8% | +1.2% |
| 30D | +4.6% | +5.4% | -0.7% | +8.9% |
| 3M | -10.4% | -3.7% | -6.7% | -14.2% |
| 6M | -42.1% | +12.6% | -54.7% | -36.7% |
| YTD | -40.3% | -10.0% | -30.4% | -45.8% |
| 1Y | -50.2% | +15.0% | -65.2% | -43.8% |
| 3Y | -89.4% | +115.1% | -204.5% | -77.2% |
| 5Y | -94.7% | +93.0% | -187.7% | -87.5% |
| All | -99.8% | +90.1% | -190.0% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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