-53.5%
SQQQ vs XBI
+75.8%
-129.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.7% |
| 7D | -0.9% | +0.9% | -1.8% | -0.2% |
| 30D | -0.3% | +7.1% | -7.3% | +6.6% |
| 3M | +2.7% | +22.9% | -20.2% | +28.9% |
| 6M | -43.8% | +29.7% | -73.5% | -23.1% |
| YTD | -42.9% | +34.5% | -77.4% | -18.6% |
| 1Y | -53.5% | +76.1% | -129.6% | -20.0% |
| All | -53.5% | +75.8% | -129.4% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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