-100.0%
SQQQ vs FISV
+331.1%
-431.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.9% |
| 7D | +4.1% | -7.2% | +11.3% | -4.4% |
| 30D | +4.6% | -7.2% | +11.8% | -3.4% |
| 3M | -10.4% | -8.2% | -2.2% | -21.4% |
| 6M | -42.1% | -17.7% | -24.4% | -55.2% |
| YTD | -40.3% | -27.2% | -13.2% | -59.9% |
| 1Y | -50.2% | -63.0% | +12.8% | -86.9% |
| 3Y | -89.4% | -59.8% | -29.6% | -96.2% |
| 5Y | -94.7% | -55.8% | -38.9% | -96.9% |
| 10Y | -100.0% | -2.4% | -97.6% | -99.8% |
| All | -100.0% | +331.1% | -431.1% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling