-100.0%
SQQQ vs UNH
+1,442.2%
-1,542.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.5% | +2.2% |
| 7D | +4.1% | -3.2% | +7.2% | +1.2% |
| 30D | +4.6% | -3.5% | +8.1% | +1.3% |
| 3M | -10.4% | -4.2% | -6.3% | -14.0% |
| 6M | -42.1% | +38.3% | -80.4% | -21.8% |
| YTD | -40.3% | +19.2% | -59.6% | -29.2% |
| 1Y | -50.2% | +15.0% | -65.2% | -42.4% |
| 3Y | -89.4% | -14.5% | -74.9% | -90.9% |
| 5Y | -94.7% | +4.6% | -99.2% | -93.2% |
| 10Y | -100.0% | +241.1% | -341.1% | -99.6% |
| All | -100.0% | +1,442.2% | -1,542.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling