-100.0%
SQQQ vs URA
-29.0%
-71.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | +3.0% |
| 7D | -4.2% | +8.1% | -12.3% | +2.5% |
| 30D | +2.4% | +5.8% | -3.3% | +8.2% |
| 3M | -5.7% | +3.4% | -9.1% | +2.4% |
| 6M | -46.6% | -2.6% | -44.0% | -41.6% |
| YTD | -42.7% | +11.2% | -53.9% | -27.8% |
| 1Y | -52.6% | +19.8% | -72.4% | -33.4% |
| 3Y | -89.8% | +121.5% | -211.3% | -68.8% |
| 5Y | -94.7% | +134.5% | -229.2% | -75.5% |
| 10Y | -100.0% | +376.7% | -476.6% | -99.5% |
| All | -100.0% | -29.0% | -71.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling