-100.0%
SQQQ vs USB
+342.6%
-442.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.7% |
| 7D | -0.9% | +1.4% | -2.4% | +0.8% |
| 30D | -0.3% | -1.3% | +1.0% | -1.6% |
| 3M | +2.7% | +15.2% | -12.5% | +21.0% |
| 6M | -43.8% | +18.8% | -62.7% | -30.5% |
| YTD | -42.9% | +21.0% | -63.9% | -27.4% |
| 1Y | -53.5% | +34.0% | -87.6% | -32.7% |
| 3Y | -89.4% | +95.3% | -184.7% | -71.0% |
| 5Y | -94.7% | +40.4% | -135.0% | -87.8% |
| 10Y | -100.0% | +107.3% | -207.3% | -99.8% |
| All | -100.0% | +342.6% | -442.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling