-89.3%
SQQQ vs UVXY
-94.8%
+5.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.8% | +4.2% | +0.3% |
| 7D | +1.8% | +2.8% | -1.0% | +0.5% |
| 30D | +4.2% | -11.4% | +15.5% | +9.4% |
| 3M | -3.3% | -41.5% | +38.2% | +21.3% |
| 6M | -43.6% | -61.0% | +17.4% | -17.5% |
| YTD | -41.9% | -49.8% | +8.0% | -25.8% |
| 1Y | -50.6% | -66.4% | +15.8% | -27.2% |
| 3Y | -89.3% | -94.8% | +5.5% | -74.4% |
| All | -89.3% | -94.8% | +5.5% | -74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling