-100.0%
SQQQ vs FICO
+3,361.5%
-3,461.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -4.1% |
| 7D | +14.0% | -0.9% | +15.0% | +12.8% |
| 30D | +48.7% | +3.3% | +45.4% | +51.5% |
| 3M | +25.0% | -31.7% | +56.7% | -11.5% |
| 6M | +7.8% | -34.0% | +41.8% | -28.0% |
| YTD | -27.7% | -58.3% | +30.7% | -69.3% |
| 1Y | -29.0% | -57.9% | +28.9% | -69.5% |
| 3Y | -87.4% | -24.1% | -63.4% | -87.0% |
| 5Y | -92.1% | +85.3% | -177.4% | -66.7% |
| 10Y | -100.0% | +520.3% | -620.3% | -98.6% |
| All | -100.0% | +3,361.5% | -3,461.5% | -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