-100.0%
SQQQ vs FTNT
+2,095.7%
-2,195.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -4.2% |
| 7D | +1.8% | -0.1% | +1.9% | +1.6% |
| 30D | +4.2% | -3.0% | +7.1% | +2.1% |
| 3M | -3.3% | +7.6% | -10.9% | +6.0% |
| 6M | -43.6% | +87.0% | -130.6% | +6.2% |
| YTD | -41.9% | +96.5% | -138.4% | +16.5% |
| 1Y | -50.6% | +92.9% | -143.6% | -0.6% |
| 3Y | -89.3% | +139.8% | -229.1% | -67.0% |
| 5Y | -94.8% | +151.3% | -246.1% | -70.8% |
| All | -100.0% | +2,095.7% | -2,195.7% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 FTNT 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