-94.8%
SQQQ vs FXI
-6.5%
-88.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.2% |
| 7D | +1.8% | -3.9% | +5.7% | -1.7% |
| 30D | +4.2% | -2.1% | +6.3% | +2.2% |
| 3M | -3.3% | -0.5% | -2.8% | -3.4% |
| 6M | -43.6% | -4.5% | -39.1% | -44.8% |
| YTD | -41.9% | -9.2% | -32.6% | -45.0% |
| 1Y | -50.6% | -13.8% | -36.9% | -54.6% |
| 3Y | -89.3% | +36.6% | -125.9% | -83.3% |
| All | -94.8% | -6.5% | -88.3% | -93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling