-36.0%
SQQQ vs UMAC
+2.9%
-38.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -10.9% | +8.1% | -4.9% |
| 7D | +14.6% | -26.0% | +40.6% | +8.6% |
| 30D | +28.9% | -40.3% | +69.2% | +18.3% |
| 3M | +13.1% | -51.1% | +64.3% | +2.2% |
| 6M | -15.2% | -5.6% | -9.6% | -9.4% |
| YTD | -37.0% | +2.3% | -39.3% | -26.2% |
| 1Y | -36.0% | +7.9% | -43.8% | -22.1% |
| All | -36.0% | +2.9% | -38.9% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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