-100.0%
SQQQ vs UNH
+235.3%
-335.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -4.3% |
| 7D | +1.8% | -4.5% | +6.4% | -1.7% |
| 30D | +4.2% | -6.5% | +10.7% | -1.1% |
| 3M | -3.3% | -6.0% | +2.7% | -7.8% |
| 6M | -43.6% | +33.7% | -77.3% | -28.8% |
| YTD | -41.9% | +16.4% | -58.3% | -33.5% |
| 1Y | -50.6% | +10.1% | -60.7% | -45.6% |
| 3Y | -89.3% | -16.3% | -73.0% | -90.7% |
| 5Y | -94.8% | +2.1% | -96.9% | -93.2% |
| All | -100.0% | +235.3% | -335.3% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UNH.
Daily Out/Under-Performance
Portfolio return minus UNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNH 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 10y: compounded portfolio wealth divided by compounded UNH 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…
10y analysis · Full analysis span regression · 6 months rolling