-100.0%
SQQQ vs YUM
+712.7%
-812.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -5.1% |
| 7D | +1.8% | -6.1% | +7.9% | -5.6% |
| 30D | +4.2% | -5.8% | +10.0% | -3.5% |
| 3M | -3.3% | -7.6% | +4.3% | -13.0% |
| 6M | -43.6% | -9.1% | -34.5% | -50.5% |
| YTD | -41.9% | -5.5% | -36.4% | -46.5% |
| 1Y | -50.6% | -3.7% | -46.9% | -54.0% |
| 3Y | -89.3% | +17.8% | -107.1% | -85.9% |
| 5Y | -94.8% | +19.3% | -114.1% | -91.2% |
| 10Y | -100.0% | +170.7% | -270.7% | -99.8% |
| All | -100.0% | +712.7% | -812.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling