-100.0%
SQQQ vs UNP
+285.4%
-385.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -3.2% |
| 7D | +1.8% | -1.8% | +3.6% | -0.5% |
| 30D | +4.2% | -2.7% | +6.9% | +0.7% |
| 3M | -3.3% | +6.5% | -9.8% | +4.3% |
| 6M | -43.6% | +14.4% | -58.0% | -33.5% |
| YTD | -41.9% | +24.8% | -66.7% | -23.1% |
| 1Y | -50.6% | +34.4% | -85.1% | -27.7% |
| 3Y | -89.3% | +43.6% | -132.9% | -80.4% |
| 5Y | -94.8% | +53.2% | -148.0% | -87.0% |
| All | -100.0% | +285.4% | -385.4% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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