-100.0%
SQQQ vs FTI
+305.3%
-405.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.1% |
| 7D | +1.8% | -4.4% | +6.2% | -0.2% |
| 30D | +4.2% | +1.5% | +2.7% | +5.1% |
| 3M | -3.3% | +8.2% | -11.5% | +0.9% |
| 6M | -43.6% | +18.8% | -62.5% | -38.1% |
| YTD | -41.9% | +71.7% | -113.6% | -23.5% |
| 1Y | -50.6% | +90.0% | -140.7% | -31.4% |
| 3Y | -89.3% | +270.5% | -359.8% | -76.8% |
| 5Y | -94.8% | +1,084.5% | -1,179.3% | -78.1% |
| All | -100.0% | +305.3% | -405.2% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling