-88.8%
SQQQ vs USAR
+53.8%
-142.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.4% | -2.8% |
| 7D | +1.8% | -11.6% | +13.4% | +0.8% |
| 30D | +4.2% | -15.5% | +19.6% | +3.0% |
| 3M | -3.3% | -31.0% | +27.7% | -4.4% |
| 6M | -43.6% | -26.2% | -17.4% | -43.5% |
| YTD | -41.9% | +30.8% | -72.6% | -41.3% |
| 1Y | -50.6% | +7.1% | -57.7% | -50.4% |
| 3Y | -89.3% | +53.0% | -142.3% | -89.1% |
| All | -88.8% | +53.8% | -142.5% | -89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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