-36.0%
SQQQ vs FTI
+57.1%
-93.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.6% | -3.7% |
| 7D | +14.6% | -9.7% | +24.2% | +11.2% |
| 30D | +28.9% | -8.2% | +37.1% | +25.8% |
| 3M | +13.1% | -7.8% | +21.0% | +10.5% |
| 6M | -15.2% | -13.4% | -1.8% | -17.9% |
| YTD | -37.0% | +45.1% | -82.0% | -24.4% |
| 1Y | -36.0% | +54.6% | -90.5% | -16.9% |
| All | -36.0% | +57.1% | -93.1% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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