-89.8%
SQQQ vs USFD
+162.9%
-252.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | -0.3% |
| 7D | -4.2% | -3.3% | -0.8% | -6.5% |
| 30D | +2.4% | -5.3% | +7.8% | -1.6% |
| 3M | -5.7% | +18.8% | -24.4% | +8.2% |
| 6M | -46.6% | +14.3% | -60.9% | -40.6% |
| YTD | -42.7% | +36.9% | -79.6% | -21.6% |
| 1Y | -52.6% | +31.7% | -84.3% | -37.9% |
| 3Y | -89.8% | +164.5% | -254.3% | -70.6% |
| All | -89.8% | +162.9% | -252.7% | -70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling