-94.8%
SQQQ vs UMC
+143.5%
-238.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -4.9% | -0.4% |
| 7D | +1.8% | +9.0% | -7.2% | +10.3% |
| 30D | +4.2% | +17.2% | -13.1% | +20.9% |
| 3M | -3.3% | +11.4% | -14.7% | +16.9% |
| 6M | -43.6% | +137.5% | -181.2% | +60.1% |
| YTD | -41.9% | +193.1% | -235.0% | +115.6% |
| 1Y | -50.6% | +240.3% | -290.9% | +127.9% |
| 3Y | -89.3% | +262.2% | -351.5% | -29.5% |
| All | -94.8% | +143.5% | -238.3% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling