-94.8%
SQQQ vs SFM
+213.6%
-308.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.3% |
| 7D | +1.8% | -10.6% | +12.4% | -1.7% |
| 30D | +4.2% | -15.5% | +19.6% | -1.2% |
| 3M | -3.3% | -17.4% | +14.2% | -8.7% |
| 6M | -43.6% | -3.4% | -40.2% | -43.6% |
| YTD | -41.9% | -8.7% | -33.2% | -43.1% |
| 1Y | -50.6% | -47.2% | -3.5% | -61.5% |
| 3Y | -89.3% | +82.7% | -172.0% | -84.5% |
| All | -94.8% | +213.6% | -308.4% | -91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling