-53.5%
SQQQ vs FTV
+21.5%
-75.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.8% |
| 7D | -0.9% | -4.6% | +3.7% | -2.4% |
| 30D | -0.3% | -7.2% | +6.9% | -2.6% |
| 3M | +2.7% | -7.3% | +10.0% | +0.2% |
| 6M | -43.8% | -1.6% | -42.2% | -43.1% |
| YTD | -42.9% | +3.3% | -46.3% | -42.0% |
| 1Y | -53.5% | +20.2% | -73.7% | -48.5% |
| All | -53.5% | +21.5% | -75.1% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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