-89.0%
SQQQ vs SFM
+80.7%
-169.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.5% | +3.0% |
| 7D | +4.1% | -8.8% | +12.8% | +2.0% |
| 30D | +4.6% | -14.5% | +19.1% | +1.2% |
| 3M | -10.4% | -16.8% | +6.4% | -13.7% |
| 6M | -42.1% | -5.3% | -36.8% | -42.0% |
| YTD | -40.3% | -9.4% | -31.0% | -41.3% |
| 1Y | -50.2% | -46.2% | -4.0% | -60.1% |
| All | -89.0% | +80.7% | -169.7% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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