-100.0%
SQQQ vs USB
+92.8%
-192.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -4.2% |
| 7D | +14.0% | 0.0% | +14.0% | +14.3% |
| 30D | +48.7% | +5.8% | +42.9% | +57.3% |
| 3M | +25.0% | -6.0% | +31.0% | +18.1% |
| 6M | +7.8% | +7.8% | 0.0% | +16.6% |
| YTD | -27.7% | +14.6% | -42.3% | -15.2% |
| 1Y | -29.0% | +31.8% | -60.8% | -3.8% |
| 3Y | -87.4% | +91.5% | -178.9% | -70.5% |
| 5Y | -92.1% | +22.0% | -114.1% | -85.5% |
| All | -100.0% | +92.8% | -192.8% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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