-100.0%
SQQQ vs FISV
+3.1%
-103.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.4% | -8.0% | +2.4% |
| 7D | +1.8% | -2.7% | +4.5% | -0.5% |
| 30D | +4.2% | 0.0% | +4.1% | +4.9% |
| 3M | -3.3% | -2.8% | -0.5% | -7.9% |
| 6M | -43.6% | -11.8% | -31.8% | -50.9% |
| YTD | -41.9% | -23.2% | -18.7% | -55.5% |
| 1Y | -50.6% | -62.0% | +11.4% | -82.5% |
| 3Y | -89.3% | -57.6% | -31.7% | -94.6% |
| 5Y | -94.8% | -53.4% | -41.4% | -95.7% |
| All | -100.0% | +3.1% | -103.1% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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