-100.0%
SQQQ vs USFD
+347.2%
-447.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.6% | +3.9% |
| 7D | -11.0% | +1.7% | -12.7% | -9.8% |
| 30D | +17.9% | +10.2% | +7.8% | +26.5% |
| 3M | +19.5% | -1.5% | +21.0% | +19.1% |
| 6M | +4.2% | +27.3% | -23.2% | +23.1% |
| YTD | -35.6% | +44.0% | -79.6% | -16.3% |
| 1Y | -37.7% | +50.4% | -88.0% | -16.0% |
| 3Y | -88.0% | +153.6% | -241.6% | -74.2% |
| 5Y | -93.1% | +219.0% | -312.1% | -78.2% |
| 10Y | -100.0% | +361.5% | -461.4% | -99.8% |
| All | -100.0% | +347.2% | -447.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling