-94.7%
SQQQ vs FIS
-65.9%
-28.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.2% | +2.1% | +4.1% |
| 7D | +4.1% | -8.9% | +13.0% | -2.4% |
| 30D | +4.6% | -9.9% | +14.5% | -2.4% |
| 3M | -10.4% | 0.0% | -10.4% | -10.7% |
| 6M | -42.1% | -22.9% | -19.2% | -53.1% |
| YTD | -40.3% | -40.9% | +0.5% | -60.9% |
| 1Y | -50.2% | -40.4% | -9.8% | -67.0% |
| 3Y | -89.4% | -25.4% | -64.0% | -90.4% |
| 5Y | -94.7% | -64.8% | -29.8% | -96.7% |
| All | -94.7% | -65.9% | -28.8% | -96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling