-36.0%
SQQQ vs ULTA
+27.7%
-63.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.1% | -6.8% | -2.1% |
| 7D | +14.6% | +6.7% | +7.9% | +15.7% |
| 30D | +28.9% | +21.7% | +7.1% | +33.3% |
| 3M | +13.1% | +21.5% | -8.4% | +16.9% |
| 6M | -15.2% | +27.5% | -42.8% | -12.0% |
| YTD | -37.0% | +9.2% | -46.2% | -35.9% |
| 1Y | -36.0% | +27.9% | -63.8% | -31.1% |
| All | -36.0% | +27.7% | -63.6% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 1y: compounded portfolio wealth divided by compounded ULTA 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…
1y analysis · Full analysis span regression · 6 months rolling