-100.0%
SQQQ vs UVXY
-100.0%
0.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.8% | +4.2% | -0.1% |
| 7D | +1.8% | +2.8% | -1.0% | +0.7% |
| 30D | +4.2% | -11.4% | +15.5% | +8.7% |
| 3M | -3.3% | -41.5% | +38.2% | +18.1% |
| 6M | -43.6% | -61.0% | +17.4% | -20.9% |
| YTD | -41.9% | -49.8% | +8.0% | -27.6% |
| 1Y | -50.6% | -66.4% | +15.8% | -30.0% |
| 3Y | -89.3% | -94.8% | +5.5% | -76.0% |
| 5Y | -94.8% | -99.7% | +4.9% | -70.1% |
| 10Y | -100.0% | -100.0% | 0.0% | -99.0% |
| All | -100.0% | -100.0% | 0.0% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling