-100.0%
SQQQ vs ULTA
+3,122.0%
-3,222.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -1.2% |
| 7D | +1.8% | -3.1% | +4.9% | -0.2% |
| 30D | +4.2% | +2.8% | +1.4% | +6.1% |
| 3M | -3.3% | +14.8% | -18.0% | +6.2% |
| 6M | -43.6% | -16.2% | -27.4% | -49.1% |
| YTD | -41.9% | -9.6% | -32.3% | -44.6% |
| 1Y | -50.6% | +4.8% | -55.4% | -47.5% |
| 3Y | -89.3% | +30.7% | -120.0% | -84.5% |
| 5Y | -94.8% | +45.9% | -140.7% | -90.1% |
| 10Y | -100.0% | +129.0% | -229.0% | -99.9% |
| All | -100.0% | +3,122.0% | -3,222.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling