-46.6%
SQQQ vs FPS
+22.4%
-69.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.0% | -11.6% | +1.8% |
| 7D | +1.8% | +1.5% | +0.3% | +2.9% |
| 30D | +4.2% | -16.9% | +21.0% | -3.9% |
| 3M | -3.3% | -45.3% | +42.1% | -22.2% |
| 6M | -43.6% | -10.3% | -33.3% | -41.9% |
| All | -46.6% | +22.4% | -69.0% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 10y: compounded portfolio wealth divided by compounded FPS 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…
10y analysis · Full analysis span regression · 6 months rolling