-89.0%
SQQQ vs FXI
+35.7%
-124.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.8% | +2.8% |
| 7D | +4.1% | -2.8% | +6.9% | +1.8% |
| 30D | +4.6% | -3.7% | +8.3% | +1.5% |
| 3M | -10.4% | -0.4% | -10.0% | -10.4% |
| 6M | -42.1% | -5.4% | -36.7% | -43.5% |
| YTD | -40.3% | -9.6% | -30.7% | -43.3% |
| 1Y | -50.2% | -11.9% | -38.3% | -52.9% |
| All | -89.0% | +35.7% | -124.7% | -85.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling