-100.0%
SQQQ vs USB
+87.1%
-187.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.5% |
| 7D | +1.9% | +1.4% | +0.5% | +4.0% |
| 30D | +32.2% | +6.4% | +25.8% | +41.1% |
| 3M | +17.1% | -4.5% | +21.6% | +12.6% |
| 6M | +5.4% | +11.4% | -5.9% | +18.1% |
| YTD | -33.9% | +17.1% | -51.0% | -20.6% |
| 1Y | -31.3% | +32.6% | -63.9% | -6.1% |
| 3Y | -87.6% | +101.8% | -189.5% | -69.3% |
| 5Y | -93.3% | +25.1% | -118.4% | -87.3% |
| 10Y | -100.0% | +84.9% | -184.8% | -99.9% |
| All | -100.0% | +87.1% | -187.0% | -99.9% |
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