-100.0%
SQQQ vs UTHR
+757.7%
-857.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +1.8% |
| 7D | -2.7% | +3.0% | -5.7% | -1.1% |
| 30D | +2.4% | -4.3% | +6.7% | 0.0% |
| 3M | -8.0% | -8.4% | +0.4% | -12.4% |
| 6M | -43.9% | -4.2% | -39.7% | -45.0% |
| YTD | -42.2% | +4.0% | -46.2% | -40.0% |
| 1Y | -51.8% | +25.5% | -77.3% | -44.0% |
| 3Y | -89.7% | +125.1% | -214.9% | -81.6% |
| 5Y | -94.7% | +140.3% | -235.0% | -89.2% |
| 10Y | -100.0% | +322.5% | -422.5% | -99.9% |
| All | -100.0% | +757.7% | -857.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling