-100.0%
SQQQ vs FICO
+544.0%
-643.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +2.7% | -13.0% | -8.0% |
| 7D | -1.7% | -0.1% | -1.7% | -1.7% |
| 30D | +29.9% | +8.4% | +21.4% | +38.3% |
| 3M | +16.0% | -30.5% | +46.5% | -15.6% |
| 6M | +3.6% | -35.7% | +39.3% | -31.8% |
| YTD | -35.1% | -57.2% | +22.1% | -71.9% |
| 1Y | -37.0% | -58.4% | +21.4% | -73.5% |
| 3Y | -88.7% | -24.8% | -63.8% | -87.7% |
| 5Y | -93.1% | +79.3% | -172.3% | -65.6% |
| 10Y | -100.0% | +531.6% | -631.6% | -97.1% |
| All | -100.0% | +544.0% | -643.9% | -97.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling