-100.0%
SQQQ vs UTHR
+313.7%
-413.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.2% | -3.2% |
| 7D | +1.8% | +1.9% | -0.1% | +2.8% |
| 30D | +4.2% | -2.9% | +7.0% | +2.7% |
| 3M | -3.3% | -8.9% | +5.6% | -7.7% |
| 6M | -43.6% | -8.7% | -34.9% | -45.9% |
| YTD | -41.9% | +2.0% | -43.9% | -40.3% |
| 1Y | -50.6% | +22.8% | -73.4% | -43.9% |
| 3Y | -89.3% | +120.6% | -209.9% | -81.5% |
| 5Y | -94.8% | +136.4% | -231.2% | -89.7% |
| All | -100.0% | +313.7% | -413.7% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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