-100.0%
SQQQ vs UNP
+1,227.7%
-1,327.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | -0.8% |
| 7D | -2.7% | -1.7% | -1.0% | -4.9% |
| 30D | +2.4% | -2.1% | +4.5% | -0.3% |
| 3M | -8.0% | +5.4% | -13.4% | -1.6% |
| 6M | -43.9% | +13.4% | -57.3% | -34.2% |
| YTD | -42.2% | +25.0% | -67.2% | -22.5% |
| 1Y | -51.8% | +34.6% | -86.4% | -28.3% |
| 3Y | -89.7% | +43.6% | -133.4% | -80.9% |
| 5Y | -94.7% | +51.7% | -146.4% | -86.7% |
| 10Y | -100.0% | +282.5% | -382.5% | -99.4% |
| All | -100.0% | +1,227.7% | -1,327.7% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling