-100.0%
SQQQ vs URA
+346.2%
-446.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -5.4% |
| 7D | +1.8% | -5.5% | +7.3% | -3.0% |
| 30D | +4.2% | -3.7% | +7.8% | +1.7% |
| 3M | -3.3% | -2.9% | -0.4% | -1.3% |
| 6M | -43.6% | -15.2% | -28.4% | -45.3% |
| YTD | -41.9% | +1.9% | -43.8% | -31.8% |
| 1Y | -50.6% | +6.9% | -57.6% | -36.7% |
| 3Y | -89.3% | +99.6% | -188.9% | -69.0% |
| 5Y | -94.8% | +101.2% | -196.0% | -77.9% |
| All | -100.0% | +346.2% | -446.1% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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