-89.3%
SQQQ vs UEC
+122.3%
-211.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.2% | +2.6% | -4.3% |
| 7D | +1.8% | -9.4% | +11.3% | -1.5% |
| 30D | +4.2% | -8.0% | +12.2% | +2.1% |
| 3M | -3.3% | -1.7% | -1.6% | -0.9% |
| 6M | -43.6% | -26.1% | -17.5% | -44.4% |
| YTD | -41.9% | -10.5% | -31.3% | -37.5% |
| 1Y | -50.6% | -13.3% | -37.4% | -45.3% |
| 3Y | -89.3% | +116.4% | -205.7% | -80.6% |
| All | -89.3% | +122.3% | -211.6% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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