-36.0%
SQQQ vs FRMI
-93.1%
+57.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -10.6% | +7.8% | -4.8% |
| 7D | +14.6% | -39.7% | +54.3% | +4.7% |
| 30D | +28.9% | -55.2% | +84.0% | +13.0% |
| 3M | +13.1% | -71.2% | +84.3% | -7.0% |
| 6M | -15.2% | -64.1% | +48.9% | -24.4% |
| YTD | -37.0% | -77.2% | +40.3% | -46.0% |
| 1Y | -36.0% | -93.2% | +57.2% | -56.5% |
| All | -36.0% | -93.1% | +57.2% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling