-100.0%
SQQQ vs UL
+236.4%
-336.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | -1.0% |
| 7D | -2.7% | -3.2% | +0.5% | -6.2% |
| 30D | +2.4% | -0.6% | +3.0% | +1.6% |
| 3M | -8.0% | +9.4% | -17.4% | +0.5% |
| 6M | -43.9% | -4.1% | -39.8% | -47.8% |
| YTD | -42.2% | -2.0% | -40.2% | -44.9% |
| 1Y | -51.8% | -9.0% | -42.8% | -58.5% |
| 3Y | -89.7% | +21.8% | -111.6% | -87.0% |
| 5Y | -94.7% | +20.6% | -115.3% | -92.4% |
| 10Y | -100.0% | +67.7% | -167.7% | -99.9% |
| All | -100.0% | +236.4% | -336.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling