-37.7%
SQQQ vs FICO
-59.4%
+21.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.7% |
| 7D | -11.0% | +2.2% | -13.2% | -11.1% |
| 30D | +17.9% | +0.1% | +17.9% | +18.1% |
| 3M | +19.5% | -35.2% | +54.6% | +20.6% |
| 6M | +4.2% | -32.4% | +36.5% | +9.3% |
| YTD | -35.6% | -57.4% | +21.8% | -39.2% |
| 1Y | -37.7% | -58.5% | +20.9% | -41.9% |
| All | -37.7% | -59.4% | +21.8% | -41.9% |
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