-89.8%
SQQQ vs FICO
+3.2%
-93.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.4% |
| 7D | -4.2% | -15.4% | +11.3% | -9.3% |
| 30D | +2.4% | -10.4% | +12.8% | -0.6% |
| 3M | -5.7% | -22.7% | +17.0% | -13.7% |
| 6M | -46.6% | -36.8% | -9.8% | -55.8% |
| YTD | -42.7% | -44.8% | +2.1% | -56.1% |
| 1Y | -52.6% | -39.3% | -13.3% | -60.7% |
| 3Y | -89.8% | +3.7% | -93.6% | -83.1% |
| All | -89.8% | +3.2% | -93.0% | -83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling