-36.0%
SQQQ vs UMC
+112.5%
-148.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -3.7% |
| 7D | +14.6% | -14.7% | +29.2% | +7.1% |
| 30D | +28.9% | -32.9% | +61.7% | +9.4% |
| 3M | +13.1% | -22.2% | +35.3% | +3.6% |
| 6M | -15.2% | +25.9% | -41.1% | -4.7% |
| YTD | -37.0% | +107.9% | -144.9% | -13.8% |
| 1Y | -36.0% | +115.0% | -151.0% | -7.8% |
| All | -36.0% | +112.5% | -148.5% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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