-22.1%
SQQQ vs YUM
+9.8%
-31.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | -0.1% | +19.4% | +19.3% |
| 7D | +31.0% | +7.5% | +23.5% | +28.5% |
| 30D | +55.7% | +18.8% | +36.9% | +49.2% |
| 3M | +31.2% | +9.6% | +21.7% | +28.2% |
| 6M | +5.1% | +9.0% | -3.9% | +2.5% |
| YTD | -24.9% | +11.4% | -36.3% | -28.6% |
| 1Y | -22.1% | +13.3% | -35.4% | -26.6% |
| All | -22.1% | +9.8% | -31.8% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 YUM 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