-89.3%
SQQQ vs UL
+20.7%
-110.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.7% |
| 7D | +1.8% | -3.4% | +5.2% | +2.2% |
| 30D | +4.2% | +0.5% | +3.7% | +4.1% |
| 3M | -3.3% | +7.2% | -10.5% | -3.8% |
| 6M | -43.6% | -3.1% | -40.6% | -44.0% |
| YTD | -41.9% | -2.7% | -39.2% | -42.1% |
| 1Y | -50.6% | -10.2% | -40.4% | -51.3% |
| 3Y | -89.3% | +20.3% | -109.6% | -88.0% |
| All | -89.3% | +20.7% | -110.0% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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