-100.0%
SQQQ vs USFD
+310.2%
-410.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.4% | +4.7% | +2.3% |
| 7D | +4.1% | -8.0% | +12.1% | -1.5% |
| 30D | +4.6% | -13.1% | +17.7% | -4.8% |
| 3M | -10.4% | +6.5% | -16.9% | -6.6% |
| 6M | -42.1% | +5.7% | -47.8% | -39.7% |
| YTD | -40.3% | +27.5% | -67.9% | -28.9% |
| 1Y | -50.2% | +23.4% | -73.6% | -41.6% |
| 3Y | -89.4% | +146.4% | -235.8% | -77.5% |
| 5Y | -94.7% | +196.8% | -291.4% | -83.9% |
| All | -100.0% | +310.2% | -410.1% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling