-100.0%
SQQQ vs FXI
+31.2%
-131.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | -0.8% |
| 7D | -2.7% | -2.8% | +0.1% | -6.1% |
| 30D | +2.4% | -5.3% | +7.7% | -4.6% |
| 3M | -8.0% | +0.3% | -8.3% | -7.4% |
| 6M | -43.9% | -4.6% | -39.4% | -45.8% |
| YTD | -42.2% | -9.1% | -33.1% | -47.0% |
| 1Y | -51.8% | -12.0% | -39.8% | -56.7% |
| 3Y | -89.7% | +38.6% | -128.4% | -80.8% |
| 5Y | -94.7% | -6.6% | -88.1% | -92.8% |
| 10Y | -100.0% | +15.0% | -115.0% | -99.9% |
| All | -100.0% | +31.2% | -131.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling