-89.3%
SQQQ vs UMC
+261.2%
-350.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -4.9% | -1.0% |
| 7D | +1.8% | +9.0% | -7.2% | +7.9% |
| 30D | +4.2% | +17.2% | -13.1% | +16.1% |
| 3M | -3.3% | +11.4% | -14.7% | +12.4% |
| 6M | -43.6% | +137.5% | -181.2% | +21.7% |
| YTD | -41.9% | +193.1% | -235.0% | +58.6% |
| 1Y | -50.6% | +240.3% | -290.9% | +62.7% |
| 3Y | -89.3% | +262.2% | -351.5% | -48.9% |
| All | -89.3% | +261.2% | -350.5% | -48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling