-100.0%
SQQQ vs USB
+106.9%
-206.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | -1.0% |
| 7D | -4.2% | +2.1% | -6.2% | -2.1% |
| 30D | +2.4% | -2.3% | +4.7% | +0.3% |
| 3M | -5.7% | +13.9% | -19.5% | +7.6% |
| 6M | -46.6% | +21.6% | -68.2% | -34.3% |
| YTD | -42.7% | +19.3% | -62.0% | -30.2% |
| 1Y | -52.6% | +33.6% | -86.2% | -34.7% |
| 3Y | -89.8% | +97.7% | -187.5% | -75.1% |
| 5Y | -94.7% | +40.4% | -135.1% | -88.8% |
| 10Y | -100.0% | +105.9% | -205.9% | -99.8% |
| All | -100.0% | +106.9% | -206.9% | -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