-32.5%
SQQQ vs FICO
-58.5%
+26.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +2.7% | -13.0% | -10.4% |
| 7D | -1.7% | -0.1% | -1.7% | -1.7% |
| 30D | +29.9% | +8.4% | +21.4% | +29.8% |
| 3M | +16.0% | -30.5% | +46.5% | +16.7% |
| 6M | +3.6% | -35.7% | +39.3% | +7.4% |
| YTD | -35.1% | -57.2% | +22.1% | -39.3% |
| All | -32.5% | -58.5% | +26.0% | -37.6% |
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