-100.0%
SQQQ vs FICO
+527.0%
-627.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +4.1% |
| 7D | -11.0% | +2.2% | -13.2% | -9.2% |
| 30D | +17.9% | +0.1% | +17.9% | +17.5% |
| 3M | +19.5% | -35.2% | +54.6% | -18.7% |
| 6M | +4.2% | -32.4% | +36.5% | -27.7% |
| YTD | -35.6% | -57.4% | +21.8% | -72.2% |
| 1Y | -37.7% | -58.5% | +20.9% | -73.9% |
| 3Y | -88.0% | -28.9% | -59.2% | -87.9% |
| 5Y | -93.1% | +91.7% | -184.8% | -62.7% |
| All | -100.0% | +527.0% | -627.0% | -97.4% |
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