-100.0%
SQQQ vs FICO
+4,480.3%
-4,580.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -16.7% | +16.3% | -15.8% |
| 7D | -0.9% | -19.2% | +18.3% | -18.4% |
| 30D | -0.3% | -14.6% | +14.3% | -13.3% |
| 3M | +2.7% | -20.1% | +22.8% | -18.8% |
| 6M | -43.8% | -36.3% | -7.5% | -64.5% |
| YTD | -42.9% | -44.9% | +1.9% | -68.7% |
| 1Y | -53.5% | -38.6% | -14.9% | -71.3% |
| 3Y | -89.4% | +4.0% | -93.4% | -85.1% |
| 5Y | -94.7% | +99.5% | -194.2% | -76.8% |
| 10Y | -100.0% | +604.7% | -704.6% | -98.6% |
| All | -100.0% | +4,480.3% | -4,580.3% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling