-100.0%
SQQQ vs FXI
+17.1%
-117.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.1% |
| 7D | +1.8% | -3.9% | +5.7% | -3.0% |
| 30D | +4.2% | -2.1% | +6.3% | +1.4% |
| 3M | -3.3% | -0.5% | -2.8% | -3.6% |
| 6M | -43.6% | -4.5% | -39.1% | -45.4% |
| YTD | -41.9% | -9.2% | -32.6% | -46.6% |
| 1Y | -50.6% | -13.8% | -36.9% | -56.6% |
| 3Y | -89.3% | +36.6% | -125.9% | -80.6% |
| 5Y | -94.8% | -6.7% | -88.1% | -93.7% |
| All | -100.0% | +17.1% | -117.0% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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