-22.1%
SQQQ vs UVXY
-57.3%
+35.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | +45.4% | -26.2% | -3.2% |
| 7D | +31.0% | +41.0% | -10.0% | +7.2% |
| 30D | +55.7% | +46.9% | +8.8% | +24.6% |
| 3M | +31.2% | +7.0% | +24.2% | +22.8% |
| 6M | +5.1% | -37.0% | +42.0% | +25.7% |
| YTD | -24.9% | -34.3% | +9.4% | -17.1% |
| 1Y | -22.1% | -54.8% | +32.7% | +6.7% |
| All | -22.1% | -57.3% | +35.3% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 1y: compounded portfolio wealth divided by compounded UVXY 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…
1y analysis · Full analysis span regression · 6 months rolling