-100.0%
SQQQ vs UAL
+106.0%
-206.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.8% | +2.9% |
| 7D | +4.1% | -2.0% | +6.1% | +3.0% |
| 30D | +4.6% | -15.7% | +20.3% | -4.4% |
| 3M | -10.4% | +3.6% | -14.0% | -6.2% |
| 6M | -42.1% | +16.9% | -59.0% | -32.8% |
| YTD | -40.3% | -4.8% | -35.6% | -36.9% |
| 1Y | -50.2% | -0.9% | -49.2% | -45.0% |
| 3Y | -89.4% | +124.5% | -213.9% | -76.7% |
| 5Y | -94.7% | +140.2% | -234.8% | -84.3% |
| All | -100.0% | +106.0% | -206.0% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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