-36.6%
SQQQ vs FICO
-58.5%
+21.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.2% | -6.7% | -6.9% |
| 7D | -2.4% | +4.0% | -6.4% | -2.6% |
| 30D | +20.6% | -1.5% | +22.1% | +20.8% |
| 3M | +7.8% | -29.8% | +37.6% | +8.4% |
| 6M | -1.0% | -33.3% | +32.2% | +3.2% |
| YTD | -38.5% | -56.9% | +18.4% | -43.0% |
| 1Y | -36.6% | -59.5% | +22.9% | -42.5% |
| All | -36.6% | -58.5% | +21.9% | -42.5% |
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