-89.3%
SQQQ vs AUR
+84.2%
-173.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -2.1% |
| 7D | +1.8% | +1.4% | +0.4% | +2.3% |
| 30D | +4.2% | -6.4% | +10.6% | +2.8% |
| 3M | -3.3% | +7.7% | -11.0% | +2.2% |
| 6M | -43.6% | +44.5% | -88.1% | -32.4% |
| YTD | -41.9% | +67.4% | -109.3% | -26.1% |
| 1Y | -50.6% | +15.4% | -66.1% | -42.3% |
| 3Y | -89.3% | +94.8% | -184.1% | -79.8% |
| All | -89.3% | +84.2% | -173.5% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 3y: compounded portfolio wealth divided by compounded AUR 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…
3y analysis · Full analysis span regression · 6 months rolling