-100.0%
SQQQ vs FICO
+647.8%
-747.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.3% | -4.5% | +5.7% |
| 7D | -2.7% | -10.6% | +7.9% | -12.0% |
| 30D | +2.4% | -6.3% | +8.8% | -2.9% |
| 3M | -8.0% | -19.7% | +11.8% | -27.4% |
| 6M | -43.9% | -31.8% | -12.2% | -62.4% |
| YTD | -42.2% | -41.8% | -0.4% | -67.2% |
| 1Y | -51.8% | -36.4% | -15.4% | -69.7% |
| 3Y | -89.7% | +9.3% | -99.0% | -83.9% |
| 5Y | -94.7% | +113.0% | -207.7% | -70.9% |
| 10Y | -100.0% | +665.4% | -765.4% | -97.4% |
| All | -100.0% | +647.8% | -747.8% | -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