-100.0%
SQQQ vs XHB
+215.4%
-315.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -0.1% |
| 7D | +1.8% | -4.6% | +6.4% | -5.1% |
| 30D | +4.2% | -9.1% | +13.3% | -9.6% |
| 3M | -3.3% | -8.6% | +5.3% | -14.0% |
| 6M | -43.6% | -4.0% | -39.6% | -43.8% |
| YTD | -41.9% | -3.9% | -37.9% | -41.9% |
| 1Y | -50.6% | -16.5% | -34.2% | -60.3% |
| 3Y | -89.3% | +22.6% | -111.9% | -79.4% |
| 5Y | -94.8% | +33.9% | -128.7% | -80.5% |
| All | -100.0% | +215.4% | -315.4% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling