-36.0%
SQQQ vs FICO
-57.1%
+21.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -2.6% |
| 7D | +14.6% | +0.4% | +14.1% | +14.6% |
| 30D | +28.9% | +1.7% | +27.2% | +29.1% |
| 3M | +13.1% | -33.0% | +46.2% | +14.1% |
| 6M | -15.2% | -33.9% | +18.6% | -10.9% |
| YTD | -37.0% | -58.5% | +21.6% | -39.4% |
| 1Y | -36.0% | -56.4% | +20.4% | -38.1% |
| All | -36.0% | -57.1% | +21.2% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling