-100.0%
SQQQ vs FIS
-39.8%
-60.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.7% | -2.4% |
| 7D | +1.8% | -7.9% | +9.7% | -6.5% |
| 30D | +4.2% | -8.0% | +12.1% | -4.2% |
| 3M | -3.3% | +0.6% | -3.9% | -3.9% |
| 6M | -43.6% | -22.2% | -21.4% | -58.4% |
| YTD | -41.9% | -40.8% | -1.1% | -68.4% |
| 1Y | -50.6% | -41.5% | -9.1% | -73.5% |
| 3Y | -89.3% | -25.5% | -63.8% | -91.2% |
| 5Y | -94.8% | -64.8% | -30.0% | -98.0% |
| All | -100.0% | -39.8% | -60.2% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling