-89.3%
SQQQ vs ULTA
+31.2%
-120.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -1.5% |
| 7D | +1.8% | -3.1% | +4.9% | +0.3% |
| 30D | +4.2% | +2.8% | +1.4% | +5.6% |
| 3M | -3.3% | +14.8% | -18.0% | +4.1% |
| 6M | -43.6% | -16.2% | -27.4% | -48.5% |
| YTD | -41.9% | -9.6% | -32.3% | -44.2% |
| 1Y | -50.6% | +4.8% | -55.4% | -47.7% |
| 3Y | -89.3% | +30.7% | -120.0% | -83.5% |
| All | -89.3% | +31.2% | -120.5% | -83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling