-83.4%
SQQQ vs UMAC
+488.3%
-571.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.2% | +6.5% | +2.9% |
| 7D | +4.1% | -4.0% | +8.1% | +3.7% |
| 30D | +4.6% | -9.4% | +14.0% | +4.4% |
| 3M | -10.4% | +3.0% | -13.4% | -7.6% |
| 6M | -42.1% | +27.2% | -69.3% | -37.1% |
| YTD | -40.3% | +84.7% | -125.0% | -32.5% |
| 1Y | -50.2% | +136.5% | -186.7% | -41.4% |
| All | -83.4% | +488.3% | -571.7% | -78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling